mtarm
Bayesian Estimation of Multivariate Threshold Autoregressive Models
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.
- Version0.1.2
- R versionunknown
- LicenseGPL-2
- LicenseGPL-3
- Needs compilation?No
- Last release07/22/2024
Documentation
Team
Luis Hernando Vanegas
Luz Marina Rondón
Show author detailsRolesAuthorSergio Alejandro Calderón
Show author detailsRolesAuthor
Insights
Last 30 days
This package has been downloaded 193 times in the last 30 days. Enough downloads to make a small wave in the niche community. The curiosity is spreading! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 5 times.
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 3,349 times in the last 365 days. Now we’re talking! This work is officially 'heard of in academic circles', just like those wild research papers on synthetic bananas. 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.
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Dependencies
- Imports3 packages