Other packages > Find by keyword >

BMTAR  

Bayesian Approach for MTAR Models with Missing Data
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("BMTAR", "0.1.1")



Attach the package and use:
library("BMTAR")
Maintained by
Andrey Duvan Rincon Torres
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-06-09
Latest Update:
Description:
Implements parameter estimation using a Bayesian approach for Multivariate Threshold Autoregressive (MTAR) models with missing data using Markov Chain Monte Carlo methods. Performs the simulation of MTAR processes (mtarsim()), estimation of matrix parameters and the threshold values (mtarns()), identification of the autoregressive orders using Bayesian variable selection (mtarstr()), identification of the number of regimes using Metropolised Carlin and Chib (mtarnumreg()) and estimate missing data, coefficients and covariance matrices conditional on the autoregressive orders, the threshold values and the number of regimes (mtarmissing()). Calderon and Nieto (2017) .
How to cite:
Andrey Duvan Rincon Torres (2020). BMTAR: Bayesian Approach for MTAR Models with Missing Data. R package version 0.1.1, https://cran.r-project.org/web/packages/BMTAR. Accessed 18 Sep. 2026.
Previous versions and publish date:
0.1.0 (2020-06-09 16:00), 0.1.1 (2021-01-19 06:30), (2026-07-09 07:58)
Other packages that cited BMTAR R package
View BMTAR citation profile
Other R packages that BMTAR depends, imports, suggests or enhances
Complete documentation for BMTAR
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

downlit  
Syntax Highlighting and Automatic Linking
Syntax highlighting of R code, specifically designed for the needs of 'RMarkdown' packages like 'pk ...
Download / Learn more Package Citations See dependency  
data360r  
Wrapper for 'TCdata360' and 'Govdata360' API
Makes it easy to engage with the Application Program Interface (API) of the 'TCdata360' and 'Govdat ...
Download / Learn more Package Citations See dependency  
eyelinker  
Import ASC Files from EyeLink Eye Trackers
Imports plain-text ASC data files from EyeLink eye trackers into (relatively) tidy data frames for ...
Download / Learn more Package Citations See dependency  
hmeasure  
The H-Measure and Other Scalar Classification Performance Metrics
Classification performance metrics that are derived from the ROC curve of a classifier. The package ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
injectoR  
R Dependency Injection
R dependency injection framework. Dependency injection allows a program design to follow the depend ...
Download / Learn more Package Citations See dependency  

28,565

R Packages

239,283

Dependencies

75,677

Author Associations

28,566

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA