Man pages for mtarm
Bayesian Estimation of Multivariate Threshold Autoregressive Models
| ars | Auxiliary function to specify the number of regimes and lag... |
| as.mcmc.mtar | Coercion of 'mtar' objects to 'mcmc' objects |
| coef.mtar | coef method for objects of class 'mtar' |
| DIC | Deviance Information Criterion (DIC) |
| DIC.mtar | Deviance Information Criterion (DIC) for objects of class... |
| geweke.diagTAR | Geweke's convergence diagnostic for 'mtar' objects |
| geweke.plotTAR | Geweke-Brooks plot for objects of class 'mtar' |
| HPDinterval.mtar | Highest Posterior Density intervals for objects of class... |
| iceland.rf | Temperature, precipitation, and two river flows in Iceland |
| mtar | Bayesian estimation of a multivariate Threshold... |
| mtar_grid | Bayesian Estimation of Multivariate TAR Models |
| out.of.sample | Out-of-sample predictive accuracy measures |
| predict.mtar | Forecasting for multivariate TAR models |
| priors | Auxiliary function for setting hyperparameter values |
| returns | Returns of the closing prices of three financial indexes |
| riverflows | Rainfall and two river flows in Colombia |
| simtar | Simulation of multivariate time series from a TAR model |
| US.returns | U.S. Stock Returns |
| vcov.mtar | vcov method for objects of class 'mtar' |
| WAIC | Watanabe-Akaike or Widely Available Information Criterion... |
| WAIC.mtar | Watanabe-Akaike or Widely Available Information Criterion... |
