mixAR: Mixture Autoregressive Models

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.

Version: 0.22.4
Depends: R (≥ 3.5), methods
Imports: stats, graphics, utils, stats4, BB, combinat, timeDate, fGarch, Rdpack (≥ 0.7), gbutils (≥ 0.3-1), MCMCpack, e1071, permute, mvtnorm
Suggests: fma, testthat
Published: 2020-06-29
Author: Georgi N. Boshnakov [aut, cre], Davide Ravagli [aut]
Maintainer: Georgi N. Boshnakov <georgi.boshnakov at manchester.ac.uk>
BugReports: https://github.com/GeoBosh/mixAR/issues
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
URL: https://geobosh.github.io/mixAR/ (website), https://github.com/GeoBosh/mixAR/ (devel)
NeedsCompilation: no
Materials: README NEWS
CRAN checks: mixAR results

Downloads:

Reference manual: mixAR.pdf
Package source: mixAR_0.22.4.tar.gz
Windows binaries: r-devel: mixAR_0.22.4.zip, r-release: mixAR_0.22.3.zip, r-oldrel: mixAR_0.22.3.zip
macOS binaries: r-release: mixAR_0.22.3.tgz, r-oldrel: mixAR_0.22.4.tgz
Old sources: mixAR archive

Linking:

Please use the canonical form https://CRAN.R-project.org/package=mixAR to link to this page.