mtarm
Bayesian Estimation of Multivariate Threshold Autoregressive Models
Estimation, inference and forecasting using the Bayesian approach for multivariate threshold autoregressive (TAR) models in which the distribution used to describe the noise process belongs to the class of Gaussian variance mixtures.
- Version0.1.7
- R versionR (≥ 3.5.0)
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release09/11/2025
Documentation
Team
Luis Hernando Vanegas
MaintainerShow author detailsLuz Marina Rondón
Show author detailsRolesAuthorSergio Alejandro Calderón
Show author detailsRolesAuthor
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