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hystar  

Fit the Hysteretic Threshold Autoregressive Model
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("hystar", "1.0.0")



Attach the package and use:
library("hystar")
Maintained by
Daan de Jong
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-07-05
Latest Update: 2023-07-05
Description:
Estimate parameters of the hysteretic threshold autoregressive (HysTAR) model, using conditional least squares. In addition, you can generate time series data from the HysTAR model. For details, see Li, Guan, Li and Yu (2015) .
How to cite:
Daan de Jong (2023). hystar: Fit the Hysteretic Threshold Autoregressive Model. R package version 1.0.0, https://cran.r-project.org/web/packages/hystar. Accessed 28 Oct. 2026.
Previous versions and publish date:
No previous versions
Other packages that cited hystar R package
View hystar citation profile
Other R packages that hystar depends, imports, suggests or enhances
Complete documentation for hystar
Functions, R codes and Examples using the hystar R package
Some associated functions: hystar-package . hystar_fit . hystar_sim . z_sim . 
Some associated R codes: RcppExports.R . checks_fit.R . checks_helpers.R . checks_sim.R . compute_SEs.R . compute_ic.R . create_grid.R . create_ts.R . create_x.R . fit.R . helpers.R . hystar-package.R . hystar_fit.R . hystar_sim.R . new_hystar.R . optimize.R . plot.R . print.R . process_coe.R . run_model.R . simulate.R . stats.R .  Full hystar package functions and examples
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