hystar
Fit the Hysteretic Threshold Autoregressive Model
Estimate parameters of the hysteretic threshold autoregressive (HysTAR) model, using conditional least squares. In addition, you can generate time series data from the HysTAR model. For details, see Li, Guan, Li and Yu (2015) <doi:10.1093/biomet/asv017>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
1.0.0 |
rolling source/ R- | hystar_1.0.0.tar.gz |
30.7 KiB |
1.0.0 |
rolling linux/jammy R-4.5 | hystar_1.0.0.tar.gz |
138.2 KiB |
1.0.0 |
rolling linux/noble R-4.5 | hystar_1.0.0.tar.gz |
138.7 KiB |
1.0.0 |
latest source/ R- | hystar_1.0.0.tar.gz |
30.7 KiB |
1.0.0 |
latest linux/jammy R-4.5 | hystar_1.0.0.tar.gz |
138.2 KiB |
1.0.0 |
latest linux/noble R-4.5 | hystar_1.0.0.tar.gz |
138.7 KiB |
1.0.0 |
2026-04-26 source/ R- | hystar_1.0.0.tar.gz |
30.7 KiB |
1.0.0 |
2026-04-23 source/ R- | hystar_1.0.0.tar.gz |
30.7 KiB |
1.0.0 |
2026-04-09 windows/windows R-4.5 | hystar_1.0.0.zip |
460.9 KiB |
1.0.0 |
2025-04-20 source/ R- | hystar_1.0.0.tar.gz |
30.7 KiB |