Other packages > Find by keyword >

mixAR  

Mixture Autoregressive Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("mixAR", "0.22.9")



Attach the package and use:
library("mixAR")
Maintained by
Georgi N. Boshnakov
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2020-06-22
Latest Update: 2023-12-19
Description:
Model time series using mixture autoregressive (MAR) models. Implemented are frequentist (EM) and Bayesian methods for estimation, prediction and model evaluation. See Wong and Li (2002) , Boshnakov (2009) ), and the extensive references in the documentation.
How to cite:
Georgi N. Boshnakov (2020). mixAR: Mixture Autoregressive Models. R package version 0.22.9, https://cran.r-project.org/web/packages/mixAR. Accessed 15 Sep. 2026.
Previous versions and publish date:
(2026-07-09 06:30), 0.22.3 (2020-06-22 10:40), 0.22.4 (2020-06-29 19:30), 0.22.5 (2021-01-04 12:20), 0.22.6 (2022-01-23 20:22), 0.22.7 (2022-05-03 15:10), 0.22.8 (2023-12-19 02:40)
Other packages that cited mixAR R package
View mixAR citation profile
Other R packages that mixAR depends, imports, suggests or enhances
Complete documentation for mixAR
Functions, R codes and Examples using the mixAR R package
Some associated functions: Choose_pk . MixAR-class . MixARGaussian-class . MixARgen-class . MixComp-class . MixVAR-class . MixVARGaussian-class . PortfolioData1 . adjustLengths . bayes_mixAR . bx_dx . companion_matrix . cond_loglik . dist_norm . em_est_dist . em_est_sigma . em_rinit . em_tau . err . err_k . est_templ . exampleModels . fit_mixAR-methods . fit_mixARreg-methods . fit_mixVAR-methods . fnoise . get_edist-methods . initialize-methods . inner . isStable . label_switch . lastn . lik_params . lik_params_bounds . make_fcond_lik-methods . marg_loglik . mixAR-internal . mixAR-methods . mixAR-package . mixARExperiment . mixAR_BIC . mixAR_cond_probs . mixAR_diag . mixAR_sim . mixAR_switch . mixARemFixedPoint . mixARnoise_sim . mixFilter . mixMstep . mixSARfit . mixSubsolve . mixVAR_sim . mixVARfit . mix_central_moment-methods . mix_ek . mix_hatk . mix_location-methods . mix_moment-methods . mix_moment . mix_ncomp-methods . mix_pdf-methods . mix_qf-methods . mix_se-methods . mix_variance-methods . mixgenMstep . multiStep_dist-methods . noise_dist-methods . noise_dist . noise_moment-methods . noise_params-methods . noise_rand-methods . parameters . percent_of . permn_cols . predict_coef . ragged . ragged2char . raggedCoef-class . raggedCoefS-class . raggedCoefV-class . raghat1 . randomArCoefficients . row_length-methods . sampZpi . show_diff . simuExperiment . stdnormmoment . tau2probhat . test_unswitch . tomarparambyComp . ui . unswitch . xxcanonic_coef . 
Some associated R codes: 00marmath.R . Choose_pk.R . bayes_mixAR.R . cond_loglikV.R . devel.R . dist.R . em0.R . emGaussian.R . emgen.R . exmodels.R . fit_mixARreg.R . fit_mixVAR.R . label_switch.R . marg_loglik.R . mixAR.R . mixAR_diag.R . mixARcalc.R . mixARreg.R . mixARsim.R . mixComp.R . mixSARfit.R . mixVAR.R . mixVAR_sim.R . mix_se.R . mixutil.R . obs_info_matrix.R . predict.R . raggedCoef.R . raggedCoefS.R . raggedCoefV.R . samp_functions.R . tsdiag.R .  Full mixAR package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

SiER  
Signal Extraction Approach for Sparse Multivariate Response Regression
Methods for regression with high-dimensional predictors andunivariate or maltivariate response varia ...
Download / Learn more Package Citations See dependency  
objectSignals  
Observer Pattern for S4
A mutable Signal object can report changes to its state, clients could register functions so that t ...
Download / Learn more Package Citations See dependency  
functClust  
Functional Clustering of Redundant Components of a System
Cluster together the components that make up an interactivesystem on the basis of their functional r ...
Download / Learn more Package Citations See dependency  
AFR  
Toolkit for Regression Analysis of Kazakhstan Banking Sector Data
Tool is created for regression, prediction and forecast analysis of macroeconomic and credit data. ...
Download / Learn more Package Citations See dependency  
CTTinShiny  
Shiny Interface for the CTT Package
A Shiny interface developed in close coordination with the CTT package, providing a GUI that guides ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
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