YF
Yuanhua Feng
5 packages
On CRAN since Nov 2019 (6 years) · last active 5 months ago
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5.9K
Last 90 days
24.8K
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Data-Driven Locally Weighted Regression for Trend and Seasonality in TS
SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions
SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions
SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions
SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions
SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions
Data-Driven Locally Weighted Regression for Trend and Seasonality in TS
SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions
SM/LM EGARCH & GARCH, VaR/ES Backtesting & Dual LM Extensions
Data-Driven Locally Weighted Regression for Trend and Seasonality in TS
Co-authored Packages
5 packages