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Showing 3 open source projects for "arch linux"
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The ARCHModels Package for Julia
A Julia package for estimating ARMA-GARCH models
ARCH (Autoregressive Conditional Heteroskedasticity) models are a class of models designed to capture a feature of financial returns data known as volatility clustering, i.e., the fact that large (in absolute value) returns tend to cluster together, such as during periods of financial turmoil, which then alternate with relatively calmer periods. This package provides efficient routines for simulating, estimating, and testing a variety of GARCH models. ARCH (Autoregressive Conditional... -
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Matplot++
Matplot++: A C++ Graphics Library for Data Visualization
Data visualization can help programmers and scientists identify trends in their data and efficiently communicate these results with their peers. Modern C++ is being used for a variety of scientific applications, and this environment can benefit considerably from graphics libraries that attend the typical design goals toward scientific data visualization. Besides the option of exporting results to other environments, the customary alternatives in C++ are either non-dedicated libraries that... -
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