MarSwitching.jl VS ARCHModels.jl

Compare MarSwitching.jl vs ARCHModels.jl and see what are their differences.

MarSwitching.jl

MarSwitching.jl: Julia package for Markov switching dynamic models (by m-dadej)
Econometrics Julia Machine Learning markov-chain Statistics time-series Data Science
Source Code
m-dadej.github.io
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ARCHModels.jl

A Julia package for estimating ARMA-GARCH models. (by s-broda)
garch Julia julia-language Volatility Arch Statistics statistical-models Regression Timeseries Finance Econometrics
Source Code
juliaeconometrics.wordpress.com
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MarSwitching.jl ARCHModels.jl
1 1
35 88
- -
9.1 6.1
9 days ago 3 months ago
Julia Julia
MIT License GNU General Public License v3.0 or later
The number of mentions indicates the total number of mentions that we've tracked plus the number of user suggested alternatives.
Stars - the number of stars that a project has on GitHub. Growth - month over month growth in stars.
Activity is a relative number indicating how actively a project is being developed. Recent commits have higher weight than older ones.
For example, an activity of 9.0 indicates that a project is amongst the top 10% of the most actively developed projects that we are tracking.

MarSwitching.jl

Posts with mentions or reviews of MarSwitching.jl. We have used some of these posts to build our list of alternatives and similar projects.

ARCHModels.jl

Posts with mentions or reviews of ARCHModels.jl. We have used some of these posts to build our list of alternatives and similar projects.

What are some alternatives?

When comparing MarSwitching.jl and ARCHModels.jl you can also consider the following projects:

ScientificTypes.jl - An API for dispatching on the "scientific" type of data instead of the machine type

BenchmarkTools.jl - A benchmarking framework for the Julia language

MarketData.jl - Time series market data

MLJ.jl - A Julia machine learning framework

EvoTrees.jl - Boosted trees in Julia

MarSwitching.jl vs ScientificTypes.jl ARCHModels.jl vs BenchmarkTools.jl MarSwitching.jl vs MarketData.jl ARCHModels.jl vs MLJ.jl MarSwitching.jl vs MLJ.jl ARCHModels.jl vs EvoTrees.jl