| add_data | Add data to object of class 'gsmar' defining a GMAR, StMAR,... |
| add_dfs | Add random dfs to a vector |
| all_pos_ints | Check whether all arguments are strictly positive natural... |
| alt_gsmar | Construct a GSMAR model based on results from an arbitrary... |
| calc_gradient | Calculate gradient or Hessian matrix |
| change_parametrization | Change parametrization of a parameter vector |
| change_regime | Change the specified regime of parameter vector to the given... |
| check_and_correct_data | Check that the data is set correctly and correct if not |
| check_constraint_mat | Check the constraint matrices |
| check_data | Check that given object contains data |
| check_gsmar | Check that given object has class attribute 'gsmar' |
| check_model | Check that the argument 'model' is correctly specified. |
| check_params_length | Check that the parameter vector has the correct dimension |
| check_pM | Check that p and M are correctly set |
| cond_moment_plot | Conditional mean or variance plot for GMAR, StMAR, and... |
| condmomentPlot | DEPRECATED, USE 'cond_moment_plot' INSTEAD! Conditional mean... |
| cond_moments | Calculate conditional moments of GMAR, StMAR, or G-StMAR... |
| condMoments | DEPRECATED, USE 'cond_moments' INSTEAD! Calculate conditional... |
| diagnostic_plot | Quantile residual based diagnostic plots for GMAR, StMAR, and... |
| diagnosticPlot | DEPRECATED, USE 'diagnostic_plot' INSTEAD! Quantile residual... |
| extract_regime | Extract regime from a parameter vector |
| fitGSMAR | Estimate Gaussian or Student's t Mixture Autoregressive model |
| format_valuef | Function factory for formatting values |
| GAfit | Genetic algorithm for preliminary estimation of GMAR, StMAR,... |
| get_alpha_mt | Get mixing weights alpha_mt (this function is for internal... |
| get_ar_roots | Calculate absolute values of the roots of the AR... |
| get_IC | Calculate AIC, HQIC and BIC |
| get_minval | Returns the default smallest allowed log-likelihood for given... |
| get_regime_autocovs | Calculate regime specific autocovariances *gamma*_{m,p} |
| get_regime_means | Calculate regime specific means mu_{m} |
| get_regime_vars | Calculate regime specific variances gamma_{m,0} |
| get_test_Omega | Generate the covariance matrix Omega for quantile residual... |
| get_varying_h | Get differences 'h' which are adjusted for overly large... |
| GSMAR | Create object of class 'gsmar' defining a GMAR, StMAR, or... |
| is_stationary | Check the stationary condition of specified GMAR, StMAR, or... |
| isStationary | DEPRECATED, USE 'is_stationary' INSTEAD! Check the stationary... |
| is_stationary_int | Check the stationarity and identification conditions of... |
| iterate_more | Maximum likelihood estimation of GMAR, StMAR, or G-StMAR... |
| loglikelihood | Compute the log-likelihood of GMAR, StMAR, or G-StMAR model |
| loglikelihood_int | Compute the log-likelihood of GMAR, StMAR, or G-StMAR model |
| LR_test | Perform likelihood ratio test |
| M10Y1Y | Spread between 10-Year and 1-Year Treasury rates: M10Y1Y |
| mixing_weights | Calculate mixing weights of GMAR, StMAR or G-StMAR model |
| mixingWeights | DEPRECATED, USE 'mixing_weights' INSTEAD! Calculate mixing... |
| mixing_weights_int | Calculate mixing weights of a GMAR, StMAR, or G-StMAR model |
| n_params | Calculate the number of parameters |
| parameter_checks | Check the parameter vector is specified correctly |
| pick_alphas | Pick mixing weights parameters from parameter vector |
| pick_dfs | Pick degrees of freedom parameters from a parameter vector |
| pick_pars | Pick phi_0 (or mu), AR-coefficients, and variance parameters... |
| pick_phi0 | Pick phi0 or mean parameters from parameter vector |
| plot.gsmarpred | Plot method for class 'gsmarpred' objects |
| predict.gsmar | Forecast GMAR, StMAR, or G-StMAR process |
| print.gsmarpred | Print method for class 'gsmarpred' objects |
| print.gsmarsum | Print method from objects of class 'gsmarsum' |
| profile_logliks | Plot profile log-likelihoods around the estimates |
| quantile_residual_plot | Plot quantile residual time series and histogram |
| quantileResidualPlot | DEPRECATED, USE 'quantile_residual_plot' INSTEAD! Plot... |
| quantile_residuals | Compute quantile residuals of GMAR, StMAR, or G-StMAR model |
| quantileResiduals | DEPRECATED, USE 'quantile_residuals' INSTEAD! Compute... |
| quantile_residuals_int | Compute quantile residuals of GMAR, StMAR, or G-StMAR model |
| quantile_residual_tests | Quantile residual tests for GMAR, StMAR , and G-StMAR models |
| quantileResidualTests | DEPRECATED, USE 'quantile_residual_tests' INSTEAD! Quantile... |
| random_arcoefs | Create random AR coefficients |
| random_ind | Create random GMAR, StMAR, or G-StMAR model compatible... |
| random_ind_int | Create random GMAR, StMAR, or G-StMAR model compatible... |
| randomIndividual | DEPRECATED, USE 'random_ind' OR 'smart_ind' INSTEAD! Create... |
| random_regime | Create random regime parameters |
| reform_constrained_pars | Reform parameter vector with linear constraints to correspond... |
| reform_parameters | Reform any parameter vector into standard form. |
| reform_restricted_pars | Reform parameter vector with restricted autoregressive... |
| regime_distance | Calculate "distance" between two regimes |
| remove_all_constraints | Transform constrained and restricted parameter vector into... |
| simudata | Simulated data |
| simulate.gsmar | Simulate obsercations from GMAR, StMAR, and G-StMAR processes |
| simulateGSMAR | DEPRECATED, USE 'simulate.gsmar' INSTEAD! Simulate... |
| sort_components | Sort the mixture components of a GMAR, StMAR, or G-StMAR... |
| standard_errors | Calculate standard errors for estimates of a GMAR, StMAR, or... |
| stmarpars_to_gstmar | Transform a StMAR or G-StMAR model parameter vector to a... |
| stmar_to_gstmar | Estimate a G-StMAR model based on a StMAR model with large... |
| swap_parametrization | Swap the parametrization of object of class 'gsmar' defining... |
| T10Y1Y | Spread between 10-Year and 1-Year Treasury rates: T10Y1Y |
| TBFF | Spread between the 3-month Treasury bill rate and the... |
| uGMAR-package | uGMAR: Estimate Univariate Gaussian and Student's t Mixture... |
| uncond_moments | Calculate unconditional mean, variance, first p... |
| uncond_moments_int | Calculate unconditional mean, variance, and the first p... |
| Wald_test | Perform Wald test |
| warn_ar_roots | Warn about near-unit-roots in some regimes |
| warn_dfs | Warn about large degrees of freedom parameter values |
