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mtarm

Bayesian Estimation of Multivariate Threshold Autoregressive Models

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.

Versions across snapshots

VersionRepositoryFileSize
0.1.8 rolling linux/jammy R-4.5 mtarm_0.1.8.tar.gz 442.3 KiB
0.1.8 rolling linux/noble R-4.5 mtarm_0.1.8.tar.gz 442.2 KiB
0.1.8 rolling source/ R- mtarm_0.1.8.tar.gz 218.6 KiB
0.1.8 latest linux/jammy R-4.5 mtarm_0.1.8.tar.gz 442.3 KiB
0.1.8 latest linux/noble R-4.5 mtarm_0.1.8.tar.gz 442.2 KiB
0.1.8 latest source/ R- mtarm_0.1.8.tar.gz 218.6 KiB
0.1.8 2026-04-26 source/ R- mtarm_0.1.8.tar.gz 218.6 KiB
0.1.8 2026-04-23 source/ R- mtarm_0.1.8.tar.gz 218.6 KiB
0.1.8 2026-04-09 windows/windows R-4.5 mtarm_0.1.8.zip 445.0 KiB
0.1.2 2025-04-20 source/ R- mtarm_0.1.2.tar.gz 70.6 KiB

Dependencies (latest)

Imports