tsbugs-package: Create time series BUGS models.

Description Details Author(s) References

Description

The tsbugs package contains a collection of R functions that can be used to create time series BUGS models of various order. Included are function to create BUGS with non-constant variance such stochastic volatility models and random variance shift models.

Details

Package: tsbugs
Type: Package
License: GPL-2

Author(s)

Guy J. Abel

Maintainer: Guy J. Abel <g.j.abel@gmail.com>

References

Blog posts with some additional details of the implementation of functions in the package can be found at: http://gjabel.wordpress.com/category/r/tsbugs/


gjabel/tsbugs documentation built on Aug. 19, 2021, 12:47 a.m.