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Maximum likelihood estimation of univariate Gaussian Mixture Autoregressive (GMAR), Student's t Mixture Autoregressive (StMAR), and Gaussian and Student's t Mixture Autoregressive (G-StMAR) models, quantile residual tests, graphical diagnostics, forecast and simulate from GMAR, StMAR and G-StMAR processes. Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2015) <doi:10.1111/jtsa.12108>, Mika Meitz, Daniel Preve, Pentti Saikkonen (2023) <doi:10.1080/03610926.2021.1916531>, Savi Virolainen (2022) <doi:10.1515/snde-2020-0060>.
Version: | 3.5.0 |
Depends: | R (≥ 3.4.0) |
Imports: | Brobdingnag (≥ 1.2-4), parallel, pbapply (≥ 1.3-2), stats (≥ 3.3.2), gsl (≥ 1.9-10.3) |
Suggests: | testthat, knitr, rmarkdown |
Published: | 2024-07-04 |
DOI: | 10.32614/CRAN.package.uGMAR |
Author: | Savi Virolainen [aut, cre] |
Maintainer: | Savi Virolainen <savi.virolainen at helsinki.fi> |
BugReports: | https://github.com/saviviro/uGMAR/issues |
License: | GPL-3 |
NeedsCompilation: | no |
Materials: | README NEWS |
In views: | TimeSeries |
CRAN checks: | uGMAR results |
Reference manual: | uGMAR.pdf |
Vignettes: |
uGMAR: A Family of Mixture Autoregressive Models in R |
Package source: | uGMAR_3.5.0.tar.gz |
Windows binaries: | r-devel: uGMAR_3.5.0.zip, r-release: uGMAR_3.5.0.zip, r-oldrel: uGMAR_3.5.0.zip |
macOS binaries: | r-release (arm64): uGMAR_3.5.0.tgz, r-oldrel (arm64): uGMAR_3.5.0.tgz, r-release (x86_64): uGMAR_3.5.0.tgz, r-oldrel (x86_64): uGMAR_3.5.0.tgz |
Old sources: | uGMAR archive |
Please use the canonical form https://CRAN.R-project.org/package=uGMAR 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.
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