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BAYSTAR (version 0.2-9)
On Bayesian analysis of Threshold autoregressive model (BAYSTAR)
Description
The manuscript introduces the BAYSTAR package, which provides the functionality for Bayesian estimation in autoregressive threshold models.
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Install
install.packages('BAYSTAR')
Monthly Downloads
335
Version
0.2-9
License
GPL (>= 2)
Maintainer
Edward Lin
Last Published
September 27th, 2013
Functions in BAYSTAR (0.2-9)
Search functions
unemployrate
U.S. monthly civilian unemployment rate
TAR.thres
To draw a threshold value.
TAR.lik
Log-likelihood function
TAR.summary
Calculate summary statistics for all parameters
TAR.sigma
To draw the variance of error distribution.
TAR.simu
Simulated data from TAR model
BAYSTAR
Threshold Autoregressive model: Bayesian approach
TAR.lagd
Identification of lag order of threshold variable
TAR.coeff
Estimate AR coefficients