datasim: Simulated Multivariate threshold autoregressive process...

Description Usage Format Source References

Description

simulated MTAR process

Usage

1

Format

Object with class mtarsim

Source

R Simulate

References

Calderon, S. and Nieto, F. (2017) Bayesian analysis of multivariate threshold autoregress models with missing data. Communications in Statistics - Theory and Methods 46 (1):296–318. doi:10.1080/03610926.2014.990758.


adrincont/libreria-MTAR documentation built on Jan. 19, 2022, 8:09 p.m.