BAYSTAR (version 0.2-10)

On Bayesian Analysis of Threshold Autoregressive Models

Description

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

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Install

install.packages('BAYSTAR')

Monthly Downloads

280

Version

0.2-10

License

GPL (>= 2)

Maintainer

Last Published

May 14th, 2022

Functions in BAYSTAR (0.2-10)