Files in uGMAR
Estimate Univariate Gaussian and Student's t Mixture Autoregressive Models
MD5
NEWS.md
README.md
NAMESPACE
DESCRIPTION
R/uGMAR.R
R/loglikelihood.R
R/quantileResidualTests.R
R/pickAndChangeParams.R
R/morePlots.R
R/uncondMoments.R
R/argumentChecks.R
R/diagnosticPlot.R
R/numericalDifferentiation.R
R/geneticAlgorithm.R
R/data.R
R/GSMARconstructor.R
R/MAINest.R
R/quantileResiduals.R
R/deprecatedFunctions.R
R/predictMethod.R
R/simulateGSMAR.R
R/getOmega.R
R/misc3methods.R
R/WaldAndLR.R
R/printMethods.R
R/standardErrors.R
R/plotMethods.R
R/parameterReforms.R
inst/doc/uGMARpaper.pdf
inst/doc/uGMARpaper.Rnw
inst/doc/uGMARpaper.R
build/vignette.rds
tests/testthat.R
tests/testthat/test_gsmarConstructor.R
tests/testthat/test_quantileResidualTests.R
tests/testthat/test_predictMethod.R
tests/testthat/test_MAINest.R
tests/testthat/test_checkStatIdent.R
tests/testthat/test_simulateGSMAR.R
tests/testthat/test_loglikelihood.R
tests/testthat/test_numericalDifferentiation.R
tests/testthat/test_parameterReforms.R
tests/testthat/test_waldAndLR.R
tests/testthat/test_uncondMoments.R
tests/testthat/test_quantileResiduals.R
tests/testthat/test_getOmega.R
tests/testthat/test_standardErrors.R
tests/testthat/test_GAfunctions.R
tests/testthat/test_pickAndChangeParams.R
tests/testthat/test_argumentChecks.R
vignettes/uGMARpaper.Rnw
vignettes/refs.bib
vignettes/figures/diagplotfit42gs.png
vignettes/figures/diagplotfit42gsr.png
vignettes/figures/predictfit42gs.png
vignettes/figures/proflogfit42gs.png
vignettes/figures/figsimuexp.png
vignettes/figures/plotfit42gs.png
vignettes/figures/pacfplot.png
data/TBFF.rda
data/simudata.rda
data/M10Y1Y.rda
data/T10Y1Y.rda
man/is_stationary.Rd
man/random_ind.Rd
man/stmar_to_gstmar.Rd
man/diagnostic_plot.Rd
man/uncond_moments.Rd
man/print.gsmarpred.Rd
man/get_varying_h.Rd
man/standard_errors.Rd
man/extract_regime.Rd
man/diagnosticPlot.Rd
man/quantileResidualTests.Rd
man/uncond_moments_int.Rd
man/add_data.Rd
man/Wald_test.Rd
man/sort_components.Rd
man/check_gsmar.Rd
man/reform_restricted_pars.Rd
man/warn_ar_roots.Rd
man/randomIndividual.Rd
man/T10Y1Y.Rd
man/predict.gsmar.Rd
man/change_regime.Rd
man/quantile_residual_tests.Rd
man/plot.gsmarpred.Rd
man/quantile_residuals_int.Rd
man/quantile_residuals.Rd
man/simudata.Rd
man/parameter_checks.Rd
man/change_parametrization.Rd
man/calc_gradient.Rd
man/quantile_residual_plot.Rd
man/GSMAR.Rd
man/profile_logliks.Rd
man/pick_pars.Rd
man/pick_alphas.Rd
man/print.gsmarsum.Rd
man/get_regime_means.Rd
man/get_minval.Rd
man/check_data.Rd
man/reform_constrained_pars.Rd
man/GAfit.Rd
man/uGMAR-package.Rd
man/random_regime.Rd
man/all_pos_ints.Rd
man/alt_gsmar.Rd
man/is_stationary_int.Rd
man/M10Y1Y.Rd
man/check_constraint_mat.Rd
man/remove_all_constraints.Rd
man/regime_distance.Rd
man/check_params_length.Rd
man/random_ind_int.Rd
man/check_and_correct_data.Rd
man/get_alpha_mt.Rd
man/get_IC.Rd
man/loglikelihood_int.Rd
man/check_pM.Rd
man/pick_dfs.Rd
man/cond_moment_plot.Rd
man/n_params.Rd
man/reform_parameters.Rd
man/condMoments.Rd
man/cond_moments.Rd
man/add_dfs.Rd
man/quantileResidualPlot.Rd
man/random_arcoefs.Rd
man/get_regime_vars.Rd
man/loglikelihood.Rd
man/TBFF.Rd
man/fitGSMAR.Rd
man/get_test_Omega.Rd
man/simulateGSMAR.Rd
man/format_valuef.Rd
man/simulate.gsmar.Rd
man/check_model.Rd
man/quantileResiduals.Rd
man/LR_test.Rd
man/get_regime_autocovs.Rd
man/mixing_weights_int.Rd
man/isStationary.Rd
man/stmarpars_to_gstmar.Rd
man/pick_phi0.Rd
man/iterate_more.Rd
man/get_ar_roots.Rd
man/swap_parametrization.Rd
man/condmomentPlot.Rd
man/warn_dfs.Rd
man/mixing_weights.Rd
man/mixingWeights.Rd
man/figures/README-pressure-1.png
