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.
Package: | tsbugs |
Type: | Package |
Version: | 1.0 |
License: | GPL-2 |
Guy J. Abel
Maintainer: Guy J. Abel <g.j.abel@gmail.com>
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