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/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/uGMAR.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
uGMAR documentation built on Jan. 19, 2022, 1:08 a.m.