NTS
Nonlinear Time Series Analysis
Simulation, estimation, prediction procedure, and model identification methods for nonlinear time series analysis, including threshold autoregressive models, Markov-switching models, convolutional functional autoregressive models, nonlinearity tests, Kalman filters and various sequential Monte Carlo methods. More examples and details about this package can be found in the book "Nonlinear Time Series Analysis" by Ruey S. Tsay and Rong Chen, John Wiley & Sons, 2018 (ISBN: 978-1-119-26407-1).
- Version1.1.2
- R version≥ 3.6.0
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release08/06/2020
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Team
Xialu Liu
Ruey Tsay
Show author detailsRolesAuthorRong Chen
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- Depends1 package
- Imports10 packages
- Suggests1 package