tsbugs: Create time series BUGS models.

The tsbugs package contains a collection of R functions that can be used to create time series BUGS models of various order. Included are function to create BUGS with non-constant variance such stochastic volatility models and random variance shift models.

Author
Guy J. Abel
Date of publication
2013-02-25 15:02:00
Maintainer
"Guy J. Abel" <g.j.abel@gmail.com>
License
GPL-2
Version
1.2

View on CRAN

Man pages

ar.bugs
Create BUGS Script of a Autoregressive (AR) Time Series Model
ew
Population Data for England and Wales
inits
Produce a Set of Candidate Initial Values
nodes
Data Frame of Nodes within a BUGS model.
print.tsbugs
Prints tsbugs object
rv.bugs
Create BUGS Script of a Random Variance Shift Model
sv.bugs
Create BUGS Script of a Stochastic Volatility (SV) Model
svpdx
Pound-Dollar Exchange Rate Data
tsbugs-package
Create time series BUGS models.

Files in this package

tsbugs
tsbugs/MD5
tsbugs/R
tsbugs/R/sv.bugs.R
tsbugs/R/rv.bugs.R
tsbugs/R/print.tsbugs.R
tsbugs/R/nodes.R
tsbugs/R/inits.R
tsbugs/R/ar.bugs.R
tsbugs/NAMESPACE
tsbugs/man
tsbugs/man/tsbugs-package.Rd
tsbugs/man/svpdx.Rd
tsbugs/man/sv.bugs.Rd
tsbugs/man/rv.bugs.Rd
tsbugs/man/print.tsbugs.Rd
tsbugs/man/nodes.Rd
tsbugs/man/inits.Rd
tsbugs/man/ew.Rd
tsbugs/man/ar.bugs.Rd
tsbugs/DESCRIPTION
tsbugs/data
tsbugs/data/svpdx.rda
tsbugs/data/ew.rda