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mtarm  

Bayesian Estimation of Multivariate Threshold Autoregressive Models
View on CRAN: Click here


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

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

Install by package version:
library("remotes")
install_version("mtarm", "0.1.2")



Attach the package and use:
library("mtarm")
Maintained by
Luis Hernando Vanegas
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2024-05-01
Latest Update: 2024-05-01
Description:
Estimation, inference and forecasting using the Bayesian approach for multivariate threshold autoregressive (TAR) models in which the distribution used to describe the noise process belongs to the class of Gaussian variance mixtures.
How to cite:
Luis Hernando Vanegas (2024). mtarm: Bayesian Estimation of Multivariate Threshold Autoregressive Models. R package version 0.1.2, https://cran.r-project.org/web/packages/mtarm. Accessed 22 Dec. 2024.
Previous versions and publish date:
0.1.0 (2024-05-01 20:42), 0.1.1 (2024-06-04 19:30)
Other packages that cited mtarm R package
View mtarm citation profile
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Complete documentation for mtarm
Functions, R codes and Examples using the mtarm R package
Full mtarm package functions and examples
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