CRAN/E | R Packages from Ruey S. Tsay

Ruey S. Tsay

Author of 2 R packages

Quick info

Ruey S. Tsay has worked on 2 packages so far. In total, Ruey S. Tsay has worked with 5 other authors on those packages. A true team player!

Packages overview

MTS
SLBDD

Package details

MTS

All-Purpose Toolkit for Analyzing Multivariate Time Series (MTS) and Estimating Multivariate Volatility Models

Ruey S. Tsay , David Wood , Jon Lachmann

SLBDD

Statistical Learning for Big Dependent Data

Angela Caro , Antonio Elias , Daniel Peña , Ruey S. Tsay

Colleagues

David Wood
Jon Lachmann
Angela Caro
Antonio Elias
Daniel Peña