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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

VersionRepositoryFileSize
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 rolling 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 latest source/ R- hystar_1.0.0.tar.gz 30.7 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

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