| Name : R-TAR
| |
| Version : 1.0
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp153.2.13
| Date : 2024-06-14 11:18:10
|
| Group : Development/Libraries/Other
| Source RPM : R-TAR-1.0-lp153.2.13.src.rpm
|
| Size : 0.15 MB
| |
| Packager : (none)
| |
| Summary : Bayesian Modeling of Autoregressive Threshold Time Series Models
|
Description :
Identification and estimation of the autoregressive threshold models
with Gaussian noise, as well as positive-valued time series. The
package provides the identification of the number of regimes, the
thresholds and the autoregressive orders, as well as the estimation of
remain parameters. The package implements the methodology from the 2005
paper: Modeling Bivariate Threshold Autoregressive Processes in the
Presence of Missing Data < DOI:10.1081/STA-200054435>.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Leap_15.3/x86_64 |
