BAYSTAR: On Bayesian Analysis of Threshold Autoregressive Models

Fit two-regime threshold autoregressive (TAR) models by Markov chain Monte Carlo methods.

Version:	0.2-10
Depends:	R (≥ 3.0.1), mvtnorm, coda
Published:	2022-05-14
Author:	Cathy W. S. Chen, Edward M.H. Lin, F.C. Liu, and Richard Gerlach
Maintainer:	Edward M.H. Lin <ed.mhlin at gmail.com>
License:	GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation:	no
Materials:	ChangeLog
In views:	Bayesian, TimeSeries
CRAN checks:	BAYSTAR results

Documentation:

Reference manual:

BAYSTAR.pdf

Downloads:

Package source:	BAYSTAR_0.2-10.tar.gz
Windows binaries:	r-devel: BAYSTAR_0.2-10.zip, r-release: BAYSTAR_0.2-10.zip, r-oldrel: BAYSTAR_0.2-10.zip
macOS binaries:	r-release (arm64): BAYSTAR_0.2-10.tgz, r-oldrel (arm64): BAYSTAR_0.2-10.tgz, r-release (x86_64): BAYSTAR_0.2-10.tgz, r-oldrel (x86_64): BAYSTAR_0.2-10.tgz
Old sources:	BAYSTAR archive

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