Laboratory of Applied Mathematical Programming and Statistics (LAMPS PUC-Rio)

Results 3 repositories owned by Laboratory of Applied Mathematical Programming and Statistics (LAMPS PUC-Rio)

StateSpaceModels.jl

265
Stars
27
Forks
Watchers

StateSpaceModels.jl is a Julia package for time-series analysis using state-space models.

PWF.jl

17
Stars
1
Forks
Watchers

A Julia package for reading the Brazilian electric power system file ".pwf".

ScoreDrivenModels.jl

29
Stars
3
Forks
Watchers

Score-driven models, aka generalized autoregressive score models, in Julia