Pierre Dutilleul
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Bootstrap Confidence Interval Estimation for 'ETAS' Model Parameters
Maximum Likelihood Estimation and Likelihood Ratio Test Functions for Separable Variance-Covariance Structures
Bootstrap Confidence Interval Estimation for 'ETAS' Model Parameters
Bootstrap Confidence Interval Estimation for 'ETAS' Model Parameters
Maximum Likelihood Estimation and Likelihood Ratio Test Functions for Separable Variance-Covariance Structures
Maximum Likelihood Estimation and Likelihood Ratio Test Functions for Separable Variance-Covariance Structures
Bootstrap Confidence Interval Estimation for 'ETAS' Model Parameters
Maximum Likelihood Estimation and Likelihood Ratio Test Functions for Separable Variance-Covariance Structures
Maximum Likelihood Estimation and Likelihood Ratio Test Functions for Separable Variance-Covariance Structures
Maximum Likelihood Estimation and Likelihood Ratio Test Functions for Separable Variance-Covariance Structures
Co-authored Packages
2 packages
| Package | Version |
|---|---|
| ETASbootstrap | 0.2.1 |
| sEparaTe | 0.3.2 |