mixAR
Mixture Autoregressive Models
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) <doi:10.1111/1467-9868.00222>, Boshnakov (2009) <doi:10.1016/j.spl.2009.04.009>), and the extensive references in the documentation.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
0.22.9 |
rolling linux/jammy R-4.5 | mixAR_0.22.9.tar.gz |
1.2 MiB |
0.22.9 |
rolling linux/noble R-4.5 | mixAR_0.22.9.tar.gz |
1.2 MiB |
0.22.9 |
rolling source/ R- | mixAR_0.22.9.tar.gz |
275.6 KiB |
0.22.9 |
latest linux/jammy R-4.5 | mixAR_0.22.9.tar.gz |
1.2 MiB |
0.22.9 |
latest linux/noble R-4.5 | mixAR_0.22.9.tar.gz |
1.2 MiB |
0.22.9 |
latest source/ R- | mixAR_0.22.9.tar.gz |
275.6 KiB |
0.22.9 |
2026-04-26 source/ R- | mixAR_0.22.9.tar.gz |
275.6 KiB |
0.22.9 |
2026-04-23 source/ R- | mixAR_0.22.9.tar.gz |
275.6 KiB |
0.22.9 |
2026-04-09 windows/windows R-4.5 | mixAR_0.22.9.zip |
1.2 MiB |
0.22.8 |
2025-04-20 source/ R- | mixAR_0.22.8.tar.gz |
278.0 KiB |