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varmapack - Burn-in-Free Simulation and Analysis of Gaussian VARMA Models
Simulates Gaussian vector autoregressive-moving-average time-series models without a burn-in period by drawing startup shocks from their model-implied conditional distribution. Also provides model test cases, autocovariances, spectral radii, and impulse responses.
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openblas
3.30 score 32 downloadsrandompack - Fast Random Number Generation with Multiple Engines and Distributions
Random number generation library implemented in C with multiple engines and distribution functions, providing an R interface focused on correctness, speed, and reproducibility. Supports various PRNGs including xoshiro256++/**, PCG64, Philox, and ChaCha20, with methods for continuous, discrete, and multivariate distributions.
Last updated
openblas
2.48 score 1 dependents 7 scripts 275 downloads