CRAN/E | BAYSTAR

BAYSTAR

On Bayesian Analysis of Threshold Autoregressive Models

Installation

About

Fit two-regime threshold autoregressive (TAR) models by Markov chain Monte Carlo methods.

Key Metrics

Version 0.2-10
R ≥ 3.0.1
Published 2022-05-14 707 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks BAYSTAR results

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Maintainer

Maintainer

Edward M.H. Lin

ed.mhlin@gmail.com

Authors

Cathy W. S. Chen
Edward M.H. Lin
F.C. Liu
Richard Gerlach

Material

ChangeLog
Reference manual
Package source

In Views

Bayesian
TimeSeries

macOS

r-release

arm64

r-oldrel

arm64

r-release

x86_64

r-oldrel

x86_64

Windows

r-devel

x86_64

r-release

x86_64

r-oldrel

x86_64

Old Sources

BAYSTAR archive

Depends

R ≥ 3.0.1
mvtnorm
coda