mtarm

Bayesian Estimation of Multivariate Threshold Autoregressive Models

CRAN Package

Estimation, inference and forecasting using the Bayesian approach for multivariate threshold autoregressive (TAR) models in which the distribution used to describe the noise process belongs to the class of Gaussian variance mixtures.


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Insights

Last 30 days

This package has been downloaded 211 times in the last 30 days. Now we're getting somewhere! Enough downloads to populate a lively group chat. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 16 times.

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0 downloadsMar 2, 2025
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7 downloadsMar 4, 2025
12 downloadsMar 5, 2025
11 downloadsMar 6, 2025
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8 downloadsMar 31, 2025
12 downloadsApr 1, 2025
16 downloadsApr 2, 2025
0 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
2
16

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 3,337 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Jul 23, 2024 with 48 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


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Dependencies

  • Imports3 packages