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BAYSTAR  

On Bayesian Analysis of Threshold Autoregressive Models
View on CRAN: Click here


Download and install BAYSTAR package within the R console
Install from CRAN:
install.packages("BAYSTAR")

Install from Github:
library("remotes")
install_github("cran/BAYSTAR")

Install by package version:
library("remotes")
install_version("BAYSTAR", "0.2-10")



Attach the package and use:
library("BAYSTAR")
Maintained by
Edward M.H. Lin
[Scholar Profile | Author Map]
First Published: 2008-01-07
Latest Update: 2022-05-14
Description:
Fit two-regime threshold autoregressive (TAR) models by Markov chain Monte Carlo methods.
How to cite:
Edward M.H. Lin (2008). BAYSTAR: On Bayesian Analysis of Threshold Autoregressive Models. R package version 0.2-10, https://cran.r-project.org/web/packages/BAYSTAR. Accessed 03 Apr. 2025.
Previous versions and publish date:
0.1-0 (2008-01-07 12:23), 0.1-1 (2008-01-28 21:32), 0.1-2 (2008-08-08 14:31), 0.2-2 (2009-09-24 17:59), 0.2-3 (2009-10-09 08:55), 0.2-5 (2012-03-20 09:26), 0.2-9 (2013-09-27 07:58)
Other packages that cited BAYSTAR R package
View BAYSTAR citation profile
Other R packages that BAYSTAR depends, imports, suggests or enhances
Complete documentation for BAYSTAR
Functions, R codes and Examples using the BAYSTAR R package
Some associated functions: BAYSTAR . TAR.coeff . TAR.lagd . TAR.lik . TAR.sigma . TAR.simu . TAR.summary . TAR.thres . unemployrate . 
Some associated R codes: BAYSTAR.R . TAR.coeff.R . TAR.lagd.R . TAR.lik.R . TAR.sigma.R . TAR.simu.R . TAR.summary.R . TAR.thres.R . zzz.R .  Full BAYSTAR package functions and examples
Downloads during the last 30 days
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