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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", "0.22.8")



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: 2022-05-03
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 0.22.8, https://cran.r-project.org/web/packages/mixAR. Accessed 22 Dec. 2024.
Previous versions and publish date:
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)
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
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