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tsbugs (version 1.2)

Create time series BUGS models.

Description

The tsbugs package contains a collection of R functions that can be used to create time series BUGS models of various order. Included are function to create BUGS with non-constant variance such stochastic volatility models and random variance shift models.

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Version

Install

install.packages('tsbugs')

Monthly Downloads

4

Version

1.2

License

GPL-2

Maintainer

Guy Abel

Last Published

February 25th, 2013

Functions in tsbugs (1.2)

svpdx

Pound-Dollar Exchange Rate Data
print.tsbugs

Prints tsbugs object
tsbugs-package

Create time series BUGS models.
nodes

Data Frame of Nodes within a BUGS model.
rv.bugs

Create BUGS Script of a Random Variance Shift Model
ar.bugs

Create BUGS Script of a Autoregressive (AR) Time Series Model
ew

Population Data for England and Wales
sv.bugs

Create BUGS Script of a Stochastic Volatility (SV) Model
inits

Produce a Set of Candidate Initial Values