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.


Reference manual

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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