Installation
About
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.
| geobosh.github.io/mixAR/ (doc) | |
| github.com/GeoBosh/mixAR/ (devel) | |
| Bug report | File report |
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Maintainer
| Maintainer | Georgi N. Boshnakov |