{ "_id": "6a10381aacfb0bcc41c9a99a", "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 ", "Description": "Identification and estimation of the autoregressive\nthreshold models with Gaussian noise, as well as\npositive-valued time series. The package provides the\nidentification of the number of regimes, the thresholds and the\nautoregressive orders, as well as the estimation of remain\nparameters. The package implements the methodology from the\n2005 paper: Modeling Bivariate Threshold Autoregressive\nProcesses in the Presence of Missing Data\n.", "Encoding": "UTF-8", "License": "GPL (>= 2)", "RoxygenNote": "6.0.1", "NeedsCompilation": "no", "Packaged": { "Date": "2026-05-12 06:05:19 UTC", "User": "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", "MD5sum": "3e4c32ed0ba662144d72ac0acedd03f8", "_user": "hanwengutierrez", "_type": "src", "_file": "TAR_1.0.tar.gz", "_fileid": "16a7b223cc691d2cc8278048c26e872f54a12f05900ce247390cd303f55aee73", "_filesize": 206601, "_sha256": "16a7b223cc691d2cc8278048c26e872f54a12f05900ce247390cd303f55aee73", "_created": "2026-05-12T06:05:19.000Z", "_published": "2026-05-22T11:03:54.417Z", "_distro": "noble", "_jobs": [ { "job": 77366959498, "time": 129, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "6936884521" }, { "job": 77366959862, "time": 130, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "6936883330" }, { "job": 77366959773, "time": 187, "config": "macos-oldrel-arm64", "r": "4.5.3", "check": "OK", "artifact": "6936888862" }, { "job": 77366959603, "time": 184, "config": "macos-release-arm64", "r": "4.6.0", "check": "OK", "artifact": "6936885655" }, { "job": 77366959191, "time": 179, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "6936851721" }, { "job": 77366959218, "time": 88, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7158956358" }, { "job": 77366959460, "time": 77, "config": "windows-devel", "r": "4.7.0", "check": "OK", "artifact": "6936870855" }, { "job": 77366960136, "time": 61, "config": "windows-oldrel", "r": "4.5.3", "check": "OK", "artifact": "6936866995" }, { "job": 77366960040, "time": 65, "config": "windows-release", "r": "4.6.0", "check": "OK", "artifact": "6936868070" } ], "_buildurl": "https://github.com/r-universe/hanwengutierrez/actions/runs/25716545510", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/cran/TAR", "_commit": { "id": "0b89afdf6604542cd2a04829b1095f1a67aeef53", "author": "Hanwen Zhang ", "committer": "cran-robot ", "message": "version 1.0\n", "time": 1487921505 }, "_maintainer": { "name": "Hanwen Zhang", "email": "hanwengutierrez@gmail.com", "login": "hanwengutierrez", "uuid": 13092089 }, "_registered": true, "_dependencies": [ { "package": "mvtnorm", "role": "Depends" } ], "_owner": "cran", "_selfowned": true, "_usedby": 0, "_updates": [], "_tags": [], "_stars": 4, "_contributors": [ { "user": "hanwengutierrez", "count": 1, "uuid": 13092089 } ], "_userbio": { "uuid": 13092089, "type": "user", "name": "Hanwen Zhang" }, "_downloads": { "count": 601, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/TAR" }, "_mentions": 12, "_searchresults": 15, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/TAR.html", "manual.pdf" ], "_realowner": "hanwengutierrez", "_cranurl": false, "_releases": [ { "version": "1.0", "date": "2017-02-24" } ], "_exports": [ "ARorder.lognorm", "ARorder.norm", "LS.lognorm", "LS.norm", "Param.lognorm", "Param.norm", "reg.thr.lognorm", "reg.thr.norm", "simu.tar.lognorm", "simu.tar.norm" ], "_help": [ { "page": "ARorder.lognorm", "title": "Identify the autoregressive orders for a log-normal TAR model given the number of regimes and thresholds.", "topics": [ "ARorder.lognorm" ] }, { "page": "ARorder.norm", "title": "Identify the autoregressive orders for a Gaussian TAR model given the number of regimes and thresholds.", "topics": [ "ARorder.norm" ] }, { "page": "LS.lognorm", "title": "Estimate a log-normal TAR model using Least Square method given the structural parameters.", "topics": [ "LS.lognorm" ] }, { "page": "LS.norm", "title": "Estimate a Gaussian TAR model using Least Square method given the structural parameters.", "topics": [ "LS.norm" ] }, { "page": "Param.lognorm", "title": "Estimate a TAR model using Gibbs Sampler given the structural parameters.", "topics": [ "Param.lognorm" ] }, { "page": "Param.norm", "title": "Estimate a Gaussian TAR model using Gibbs Sampler given the structural parameters.", "topics": [ "Param.norm" ] }, { "page": "reg.thr.lognorm", "title": "Identify the number of regimes and the corresponding thresholds for a log-normal TAR model.", "topics": [ "reg.thr.lognorm" ] }, { "page": "reg.thr.norm", "title": "Identify the number of regimes and the corresponding thresholds for a Gaussian TAR model.", "topics": [ "reg.thr.norm" ] }, { "page": "simu.tar.lognorm", "title": "Simulate a series from a log-normal TAR model with Gaussian distributed error for positive valued time series.", "topics": [ "simu.tar.lognorm" ] }, { "page": "simu.tar.norm", "title": "Simulate a series from a TAR model with Gaussian distributed error.", "topics": [ "simu.tar.norm" ] } ], "_rundeps": [ "mvtnorm" ], "_score": 2.778151250383644, "_indexed": true, "_nocasepkg": "tar", "_universes": [ "hanwengutierrez" ], "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "1.0", "date": "2026-05-12T06:07:39.000Z", "distro": "noble", "commit": "0b89afdf6604542cd2a04829b1095f1a67aeef53", "fileid": "1fcdf73f55b38647946c51f3cebf8e57f726ced6c31d7beb74a899d79dc5e78e", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/hanwengutierrez/actions/runs/25716545510" }, { "r": "4.6.0", "os": "linux", "version": "1.0", "date": "2026-05-12T06:07:35.000Z", "distro": "noble", "commit": "0b89afdf6604542cd2a04829b1095f1a67aeef53", "fileid": "4a6fd3bd94bdc0ef45c268a4d21b19b3158dd1f80ecd5dba3a23d1282784c739", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/hanwengutierrez/actions/runs/25716545510" }, { "r": "4.5.3", "os": "mac", "version": "1.0", "date": "2026-05-12T06:08:01.000Z", "commit": "0b89afdf6604542cd2a04829b1095f1a67aeef53", "fileid": "d614ae15f52f858daa40fa155416c9dcec62819505dc18df4f8e6e9155c3b95c", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/hanwengutierrez/actions/runs/25716545510" }, { "r": "4.6.0", "os": "mac", "version": "1.0", "date": "2026-05-12T06:07:44.000Z", "commit": "0b89afdf6604542cd2a04829b1095f1a67aeef53", "fileid": "fa476442dfc61aadf8a0b33be2d2f418ec751fe13e5942a1f46603f655185606", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/hanwengutierrez/actions/runs/25716545510" }, { "r": "4.7.0", "os": "win", "version": "1.0", "date": "2026-05-12T06:06:38.000Z", "commit": "0b89afdf6604542cd2a04829b1095f1a67aeef53", "fileid": "0f759ba4bde4bd23acdeb8ce70e3dd271964b8cb94c2b7e752d9beaebaafcaee", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/hanwengutierrez/actions/runs/25716545510" }, { "r": "4.5.3", "os": "win", "version": "1.0", "date": "2026-05-12T06:06:24.000Z", "commit": "0b89afdf6604542cd2a04829b1095f1a67aeef53", "fileid": "6cbdc1cc4ea7618a424773b817f0ee962ee1a609b0052fe4214058ab67b467aa", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/hanwengutierrez/actions/runs/25716545510" }, { "r": "4.6.0", "os": "win", "version": "1.0", "date": "2026-05-12T06:06:27.000Z", "commit": "0b89afdf6604542cd2a04829b1095f1a67aeef53", "fileid": "27f9c58385cb2940558e9f669b72357e6aa84cde9b78bfad0c80ce37308b889f", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/hanwengutierrez/actions/runs/25716545510" }, { "r": "4.6.0", "os": "wasm", "version": "1.0", "date": "2026-05-22T11:03:41.000Z", "commit": "0b89afdf6604542cd2a04829b1095f1a67aeef53", "fileid": "63266d76caae610ecdd927250d59b212c41719a9c2b33f21a52f75b512911260", "status": "success", "buildurl": "https://github.com/r-universe/hanwengutierrez/actions/runs/25716545510" } ] }