MessyTimeSeriesOptim.jl

A Julia implementation of estimation and validation algorithms for time series compatible with incomplete data.
Author fipelle
Popularity
6 Stars
Updated Last
8 Months Ago
Started In
November 2021

A Julia implementation of estimation and validation algorithms for time series compatible with incomplete data.

Documentation

Installation

The package can be installed with the Julia package manager. From the Julia REPL, type ] to enter the Pkg REPL mode and run:

pkg> add MessyTimeSeriesOptim

Or, equivalently, via the Pkg API:

julia> import Pkg; Pkg.add("MessyTimeSeriesOptim")