| Name : R-BMTAR
| |
| Version : 0.1.1
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.15.4
| Date : 2024-06-14 11:50:04
|
| Group : Development/Libraries/Other
| Source RPM : R-BMTAR-0.1.1-lp153.15.4.src.rpm
|
| Size : 0.52 MB
| |
| Packager : (none)
| |
| Summary : Bayesian Approach for MTAR Models with Missing Data
|
Description :
Implements parameter estimation using a Bayesian approach for
Multivariate Threshold Autoregressive (MTAR) models with missing data
using Markov Chain Monte Carlo methods. Performs the simulation of MTAR
processes (mtarsim()), estimation of matrix parameters and the
threshold values (mtarns()), identification of the autoregressive
orders using Bayesian variable selection (mtarstr()), identification of
the number of regimes using Metropolised Carlin and Chib (mtarnumreg())
and estimate missing data, coefficients and covariance matrices
conditional on the autoregressive orders, the threshold values and the
number of regimes (mtarmissing()). Calderon and Nieto (2017)
< doi:10.1080/03610926.2014.990758>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
