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hystar: Fit the Hysteretic Threshold Autoregressive Model
Estimate parameters of the hysteretic threshold autoregressive (HysTAR) model, using conditional least squares. In addition, you can generate time series data from the HysTAR model. For details, see Li, Guan, Li and Yu (2015) <doi:10.1093/biomet/asv017>.
Getting started
Browse package contents
Package details |
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| Author | Daan de Jong [aut, cre, cph] (<https://orcid.org/0000-0001-6034-0136>), European Research Council [fnd] |
| Maintainer | Daan de Jong <daandejong94@gmail.com> |
| License | MIT + file LICENSE |
| Version | 1.0.0 |
| URL | https://github.com/daandejongen/hystar/ |
| Package repository | View on CRAN |
| Installation |
Install the latest version of this package by entering the following in R:
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