- Author:
- Robin Niesert
This repository contains the code and (most of) the data necessary to reproduce the results and analysis reported in my master thesis "Bayesian Inference for Generalized Autoregressive Score Models". The repository is organized as an R package, with the analyses presented by means of vignettes.
For the study of Dynamic Pooled Marked Point Process models a nonpublic dataset was used. Therefore, I include an equivalent analysis but based on simulated data.