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Model time series using mixture autoregressive (MAR) models. Implemented are frequentist (EM) and Bayesian methods for estimation, prediction and model evaluation. See Wong and Li (2002) <doi:10.1111/1467-9868.00222>, Boshnakov (2009) <doi:10.1016/j.spl.2009.04.009>), and the extensive references in the documentation.
| Version: | 0.22.8 |
| Depends: | R (≥ 3.5), methods |
| Imports: | stats, graphics, utils, stats4, BB, combinat, timeDate, fGarch, Rdpack (≥ 0.7), gbutils (≥ 0.3-1), MCMCpack, e1071, permute, mvtnorm |
| Suggests: | fma, testthat, covr |
| Published: | 2023-12-19 |
| DOI: | 10.32614/CRAN.package.mixAR |
| Author: | Georgi N. Boshnakov [aut, cre], Davide Ravagli [aut] |
| Maintainer: | Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk> |
| BugReports: | https://github.com/GeoBosh/mixAR/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://geobosh.github.io/mixAR/ (doc), https://github.com/GeoBosh/mixAR/ (devel) |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| In views: | TimeSeries |
| CRAN checks: | mixAR results |
| Reference manual: | mixAR.pdf |
| Package source: | mixAR_0.22.8.tar.gz |
| Windows binaries: | r-devel: mixAR_0.22.8.zip, r-release: mixAR_0.22.8.zip, r-oldrel: mixAR_0.22.8.zip |
| macOS binaries: | r-release (arm64): mixAR_0.22.8.tgz, r-oldrel (arm64): mixAR_0.22.8.tgz, r-release (x86_64): mixAR_0.22.8.tgz, r-oldrel (x86_64): mixAR_0.22.8.tgz |
| Old sources: | mixAR archive |
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