BAYSTAR: On Bayesian analysis of Threshold autoregressive model (BAYSTAR)
Version 0.2-9

The manuscript introduces the BAYSTAR package, which provides the functionality for Bayesian estimation in autoregressive threshold models.

Browse man pages Browse package API and functions Browse package files

AuthorCathy W. S. Chen, Edward M.H. Lin, F.C. Liu, and Richard Gerlach
Date of publication2013-09-27 07:58:54
MaintainerEdward M.H. Lin <m9281067@gmail.com>
LicenseGPL (>= 2)
Version0.2-9
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("BAYSTAR")

Man pages

BAYSTAR: Threshold Autoregressive model: Bayesian approach
TAR.coeff: Estimate AR coefficients
TAR.lagd: Identification of lag order of threshold variable
TAR.lik: Log-likelihood function
TAR.sigma: To draw the variance of error distribution.
TAR.simu: Simulated data from TAR model
TAR.summary: Calculate summary statistics for all parameters
TAR.thres: To draw a threshold value.
unemployrate: U.S. monthly civilian unemployment rate

Functions

BAYSTAR Man page Source code
TAR.coeff Man page Source code
TAR.lagd Man page Source code
TAR.lik Man page Source code
TAR.sigma Man page Source code
TAR.simu Man page Source code
TAR.summary Man page Source code
TAR.thres Man page Source code
onAttach Source code
unemployrate Man page

Files

COPYING
NAMESPACE
CHANGELOG
data
data/unemployrate.rda
R
R/TAR.thres.R
R/TAR.sigma.R
R/TAR.summary.R
R/BAYSTAR.R
R/TAR.coeff.R
R/TAR.simu.R
R/TAR.lik.R
R/TAR.lagd.R
R/zzz.R
MD5
DESCRIPTION
man
man/BAYSTAR.Rd
man/unemployrate.Rd
man/TAR.simu.Rd
man/TAR.thres.Rd
man/TAR.summary.Rd
man/TAR.sigma.Rd
man/TAR.coeff.Rd
man/TAR.lagd.Rd
man/TAR.lik.Rd
BAYSTAR documentation built on May 19, 2017, 1:36 p.m.