Rcpp

bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling
R and Python package for Bayesian multivariate time series modeling referring to Kim and Baek (2023) <doi:10.1080/00949655.2023.2281644>, et cetera.
Last updated on Sep 18, 2024 code
Cite Code Project DOI CRAN
bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling
swatanomaly: Anomaly Detection using KL Divergence
R package for Cho et al. (2019)
Last updated on Nov 16, 2023 code
Project
swatanomaly: Anomaly Detection using KL Divergence