On Bayesian analysis of Threshold autoregressive model (BAYSTAR)

The manuscript introduces the BAYSTAR package, which provides the functionality for Bayesian estimation in autoregressive threshold models.


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install.packages("BAYSTAR")

0.2-9 by Edward M.H. Lin, 8 years ago


Browse source code at https://github.com/cran/BAYSTAR


Authors: Cathy W. S. Chen , Edward M.H. Lin , F.C. Liu , and Richard Gerlach


Documentation:   PDF Manual  


Task views: Bayesian Inference, Time Series Analysis


GPL (>= 2) license


Depends on mvtnorm, coda


See at CRAN