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BAYSTAR

On Bayesian Analysis of Threshold Autoregressive Models

Fit two-regime threshold autoregressive (TAR) models by Markov chain Monte Carlo methods.

Versions across snapshots

VersionRepositoryFileSize
0.2-10 2026-04-09 windows/windows R-4.5 BAYSTAR_0.2-10.zip 69.4 KiB

Dependencies (latest)

Depends