Rcpp

bvhar: Bayesian Vector Heterogeneous Autoregressive Modeling
R and Python package for Bayesian multivariate time series modeling referring to Kim and Baek (2023), et cetera.
Last updated on Jan 4, 2025 code
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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