Model time series using mixture autoregressive (MAR)
models. Implemented are frequentist (EM) and Bayesian
methods for estimation, prediction and model
evaluation. See Wong and Li (2002)
<doi:10.1111/1467-9868.00222>, Boshnakov (2009)
<doi:10.1016/j.spl.2009.04.009>), and the extensive
references in the documentation.
| Version: |
0.22.8 |
| Depends: |
R (≥ 3.5), methods |
| Imports: |
stats, graphics, utils, stats4, BB, combinat, timeDate, fGarch, Rdpack (≥ 0.7), gbutils (≥ 0.3-1), MCMCpack, e1071, permute, mvtnorm |
| Suggests: |
fma, testthat, covr |
| Published: |
2023-12-19 |
| DOI: |
10.32614/CRAN.package.mixAR |
| Author: |
Georgi N. Boshnakov [aut, cre],
Davide Ravagli [aut] |
| Maintainer: |
Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk> |
| BugReports: |
https://github.com/GeoBosh/mixAR/issues |
| License: |
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: |
https://geobosh.github.io/mixAR/ (doc),
https://github.com/GeoBosh/mixAR/ (devel) |
| NeedsCompilation: |
no |
| Materials: |
README NEWS |
| In views: |
TimeSeries |
| CRAN checks: |
mixAR results |