uGMAR-package: uGMAR: Estimate Univariate Gaussian and Student's t Mixture...
In uGMAR: Estimate Univariate Gaussian and Student's t Mixture Autoregressive Models
uGMAR-package R Documentation
uGMAR: Estimate Univariate Gaussian and Student's t Mixture Autoregressive Models
Description
uGMAR is a package for estimating univariate Gaussian mixture autoregressive (GMAR),
Student's t mixture autoregressive (StMAR), and Gaussian and Student's t mixture autoregressive (G-StMAR) models.
In addition to unconstrained and constrained estimation, uGMAR provides tools for quantile residual based model
diagnostics, forecasting, simulation, and more.
The readme file or the vignette is a good place to start.
Author(s)
Maintainer: Savi Virolainen savi.virolainen@helsinki.fi
See Also
Useful links:
Report bugs at https://github.com/saviviro/uGMAR/issues
uGMAR documentation built on Aug. 19, 2023, 5:10 p.m.
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| uGMAR-package | R Documentation |
uGMAR: Estimate Univariate Gaussian and Student's t Mixture Autoregressive Models
Description
uGMAR is a package for estimating univariate Gaussian mixture autoregressive (GMAR),
Student's t mixture autoregressive (StMAR), and Gaussian and Student's t mixture autoregressive (G-StMAR) models.
In addition to unconstrained and constrained estimation, uGMAR provides tools for quantile residual based model
diagnostics, forecasting, simulation, and more.
The readme file or the vignette is a good place to start.
Author(s)
Maintainer: Savi Virolainen savi.virolainen@helsinki.fi
See Also
Useful links:
Report bugs at https://github.com/saviviro/uGMAR/issues
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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