Package: TAR
Type: Package
Title: Bayesian Modeling of Autoregressive Threshold Time Series Models
Version: 1.0
Date: 2017-02-19
Author: Hanwen Zhang, Fabio H. Nieto
Maintainer: Hanwen Zhang <hanwengutierrez@gmail.com>
Description: Identification and estimation of the autoregressive
        threshold models with Gaussian noise, as well as
        positive-valued time series. The package provides the
        identification of the number of regimes, the thresholds and the
        autoregressive orders, as well as the estimation of remain
        parameters. The package implements the methodology from the
        2005 paper: Modeling Bivariate Threshold Autoregressive
        Processes in the Presence of Missing Data
        <DOI:10.1081/STA-200054435>.
Encoding: UTF-8
License: GPL (>= 2)
Depends: mvtnorm
RoxygenNote: 6.0.1
NeedsCompilation: no
Packaged: 2026-10-09 10:01:29 UTC; root
Repository: https://hanwengutierrez.r-universe.dev
Date/Publication: 2017-02-24 07:31:45 UTC
RemoteUrl: https://github.com/cran/TAR
RemoteRef: HEAD
RemoteSha: 0b89afdf6604542cd2a04829b1095f1a67aeef53