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‘mixAR’ is an R package for time series modelling with mixture autoregressive and related models.
Install the latest stable version from CRAN:
install.packages("mixAR")Alternatively, install the development version of mixAR from Github:
remotes::install_github("GeoBosh/mixAR")Package mixAR provides functions for modelling with mixture autoregressive (MAR/mixAR) models.
See, for example, the overview of mixAR and model fitting functions such as fit_mixAR and bayes_mixAR.
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.
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