BAYSTAR: On Bayesian Analysis of Threshold Autoregressive Models

Fit two-regime threshold autoregressive (TAR) models by Markov chain Monte Carlo methods.

Getting started

Package details

AuthorCathy W. S. Chen, Edward M.H. Lin, F.C. Liu, and Richard Gerlach
MaintainerEdward M.H. Lin <ed.mhlin@gmail.com>
LicenseGPL (>= 2)
Version0.2-10
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("BAYSTAR")

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BAYSTAR documentation built on May 15, 2022, 1:06 a.m.