hystar: Fit the Hysteretic Threshold Autoregressive Model
Estimate parameters of the hysteretic threshold autoregressive (HysTAR) model, using conditional least squares. In addition, you can generate time series data from the HysTAR model. For details, see Li, Guan, Li and Yu (2015) <doi:10.1093/biomet/asv017>.
| Version: | 1.0.0 |
| Imports: | graphics, Rcpp, stats, utils |
| LinkingTo: | Rcpp |
| Suggests: | testthat (≥ 3.0.0) |
| Published: | 2023-07-05 |
| Author: | Daan de Jong 
[aut, cre, cph],
European Research Council [fnd] |
| Maintainer: | Daan de Jong <daandejong94 at gmail.com> |
| BugReports: | https://github.com/daandejongen/hystar/issues/ |
| License: | MIT + file LICENSE |
| URL: | https://github.com/daandejongen/hystar/ |
| NeedsCompilation: | yes |
| CRAN checks: | hystar results |
Documentation:
| Reference manual: | hystar.pdf |
Downloads:
| Package source: | hystar_1.0.0.tar.gz |
| Windows binaries: | r-devel: hystar_1.0.0.zip, r-release: hystar_1.0.0.zip, r-oldrel: hystar_1.0.0.zip |
| macOS binaries: | r-release (arm64): hystar_1.0.0.tgz, r-oldrel (arm64): hystar_1.0.0.tgz, r-release (x86_64): hystar_1.0.0.tgz, r-oldrel (x86_64): hystar_1.0.0.tgz |
Linking:
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