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1. BayesHMM BayesHMM Public

   Full Bayesian Inference for Hidden Markov Models

   R 40 20

2. LeastFracDiff LeastFracDiff Public

   Minimal tools for approximating the least fractional difference order that transforms a time series into a stationary one, as suggested by de Prado (2018).

   R 7 2

3. gsoc17-hhmm gsoc17-hhmm Public

   Bayesian Hierarchical Hidden Markov Models applied to financial time series, a research replication project for Google Summer of Code 2017.

   HTML 116 43

4. rfinance17 rfinance17 Public

   Presentation and notebook for the lightning talk A Quick Intro to Hidden Markov Models Applied to Stock Volatility presented in R/Finance 2017.

   HTML 6 10

5. stancon18 stancon18 Public

   A primer on Hidden Markov Models using Stan. A Case Study submitted as a candidate for a contributed talk in StanCon 2018. Under review.

   HTML 30 13

6. TrackingParticles TrackingParticles Public

   Particle filter for a non-linear state-space model for object tracking.

   C 1