uGMAR
Estimate Univariate Gaussian and Student's t Mixture Autoregressive Models
Maximum likelihood estimation of univariate Gaussian Mixture Autoregressive (GMAR), Student's t Mixture Autoregressive (StMAR), and Gaussian and Student's t Mixture Autoregressive (G-StMAR) models, quantile residual tests, graphical diagnostics, forecast and simulate from GMAR, StMAR and G-StMAR processes. Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2015) <doi:10.1111/jtsa.12108>, Mika Meitz, Daniel Preve, Pentti Saikkonen (2023) <doi:10.1080/03610926.2021.1916531>, Savi Virolainen (2022) <doi:10.1515/snde-2020-0060>.
Versions across snapshots
| Version | Repository | File | Size |
|---|---|---|---|
3.6.0 |
rolling linux/jammy R-4.5 | uGMAR_3.6.0.tar.gz |
1.1 MiB |
3.6.0 |
rolling linux/noble R-4.5 | uGMAR_3.6.0.tar.gz |
1.1 MiB |
3.6.0 |
rolling source/ R- | uGMAR_3.6.0.tar.gz |
717.0 KiB |
3.6.0 |
latest linux/jammy R-4.5 | uGMAR_3.6.0.tar.gz |
1.1 MiB |
3.6.0 |
latest linux/noble R-4.5 | uGMAR_3.6.0.tar.gz |
1.1 MiB |
3.6.0 |
latest source/ R- | uGMAR_3.6.0.tar.gz |
717.0 KiB |
3.6.0 |
2026-04-26 source/ R- | uGMAR_3.6.0.tar.gz |
717.0 KiB |
3.6.0 |
2026-04-23 source/ R- | uGMAR_3.6.0.tar.gz |
717.0 KiB |
3.6.0 |
2026-04-09 windows/windows R-4.5 | uGMAR_3.6.0.zip |
1.1 MiB |
3.5.2 |
2025-04-20 source/ R- | uGMAR_3.5.2.tar.gz |
723.3 KiB |