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", "0.22.8")



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 21 Nov. 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
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

RcppHNSW  
'Rcpp' Bindings for 'hnswlib', a Library for Approximate Nearest Neighbors
'Hnswlib' is a C++ library for Approximate Nearest Neighbors. This package provides a minimal R int ...
Download / Learn more Package Citations See dependency  
pkgdepends  
Package Dependency Resolution and Downloads
Find recursive dependencies of 'R' packages from various sources. Solve the dependencies to obtain ...
Download / Learn more Package Citations See dependency  
SCBiclust  
Identifies Mean, Variance, and Hierarchically Clustered Biclusters
Identifies a bicluster, a submatrix of the data such that the features and observations within the s ...
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  
kgschart  
KGS Rank Graph Parser
Restore underlining numeric data from rating history graph of KGS (an online platform of the game o ...
Download / Learn more Package Citations See dependency  
deductive  
Data Correction and Imputation Using Deductive Methods
Attempt to repair inconsistencies and missing values in data records by using information from vali ...
Download / Learn more Package Citations See dependency  

23,229

R Packages

199,929

Dependencies

62,984

Author Associations

23,230

Publication Badges

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