CRAN/E | mixAR

mixAR

Mixture Autoregressive Models

Installation

About

Model time series using mixture autoregressive (MAR) models. Implemented are frequentist (EM) and Bayesian methods for estimation, prediction and model evaluation. See Wong and Li (2002) doi:10.1111/1467-9868.00222, Boshnakov (2009) doi:10.1016/j.spl.2009.04.009), and the extensive references in the documentation.

geobosh.github.io/mixAR/ (doc)
github.com/GeoBosh/mixAR/ (devel)
Bug report File report

Key Metrics

Version 0.22.8
R ≥ 3.5
Published 2023-12-19 100 days ago
Needs compilation? no
License GPL-2
License GPL-3
CRAN checks mixAR results

Downloads

Yesterday 19 +138%
Last 7 days 91 +6%
Last 30 days 348 -9%
Last 90 days 1.314 -28%
Last 365 days 7.196 -11%

Maintainer

Maintainer

Georgi N. Boshnakov

georgi.boshnakov@manchester.ac.uk

Authors

Georgi N. Boshnakov

aut / cre

Davide Ravagli

aut

Material

README
NEWS
Reference manual
Package source

In Views

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

mixAR archive

Depends

R ≥ 3.5
methods

Imports

stats
graphics
utils
stats4
BB
combinat
timeDate
fGarch
Rdpack ≥ 0.7
gbutils ≥ 0.3-1
MCMCpack
e1071
permute
mvtnorm

Suggests

fma
testthat
covr