The hardware and bandwidth for this mirror is donated by dogado GmbH, the Webhosting and Full Service-Cloud Provider. Check out our Wordpress Tutorial.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]dogado.de.
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>.
| Version: | 1.0 |
| Depends: | mvtnorm |
| Published: | 2017-02-24 |
| DOI: | 10.32614/CRAN.package.TAR |
| Author: | Hanwen Zhang, Fabio H. Nieto |
| Maintainer: | Hanwen Zhang <hanwengutierrez at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| NeedsCompilation: | no |
| CRAN checks: | TAR results |
| Reference manual: | TAR.pdf |
| Package source: | TAR_1.0.tar.gz |
| Windows binaries: | r-devel: TAR_1.0.zip, r-release: TAR_1.0.zip, r-oldrel: TAR_1.0.zip |
| macOS binaries: | r-release (arm64): TAR_1.0.tgz, r-oldrel (arm64): TAR_1.0.tgz, r-release (x86_64): TAR_1.0.tgz, r-oldrel (x86_64): TAR_1.0.tgz |
Please use the canonical form https://CRAN.R-project.org/package=TAR to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.
Health stats visible at Monitor.