netdiffuseR: Analysis of Diffusion and Contagion Processes on Networks
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Updated
Aug 31, 2023 - R
netdiffuseR: Analysis of Diffusion and Contagion Processes on Networks
Bayesian Inference for Global Vector Autoregressive (GVAR) and Global Vector Error Correction (GVEC) Models
Scalable implementation of Lee / Mykland (2012) and Ait-Sahalia / Jacod (2012) Jump tests for noisy high frequency data
Scalable implementation of Lee / Mykland (2012), Ait-Sahalia / Jacod (2012) and Ait-Sahalia / Jacod / Li (2012) Jump tests for noisy high frequency data
Collection of code for detection and modeling of jumps (WIP)
Análisis del contagio del COVID-19 en la Comunidad Valenciana durante el Estado de Alarma para la gestión de posibles rebrotes. Junio 2020.
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