Package: mixAR

Type: Package

Title: Mixture Autoregressive Models

Version: 0.22.8.9000

Authors@R: c( person(given = c("Georgi", "N."),

family = "Boshnakov",

role = c("aut", "cre"),

email = "[email protected]"),

person(given = "Davide",

family = "Ravagli",

role = "aut", email = "[email protected]") )

Maintainer: Georgi N. Boshnakov <[email protected]>

Description: 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.

License: GPL (>= 2)

LazyLoad: yes

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, covr

RdMacros: Rdpack

URL: https://geobosh.github.io/mixAR/ (doc),

https://github.com/GeoBosh/mixAR/ (devel)

BugReports: https://github.com/GeoBosh/mixAR/issues

Collate: raggedCoef.R raggedCoefS.R mixComp.R mixAR.R mixARcalc.R

mixutil.R dist.R predict.R mix_se.R obs_info_matrix.R

samp_functions.R bayes_mixAR.R label_switch.R Choose_pk.R

marg_loglik.R mixSARfit.R mixARreg.R fit_mixARreg.R

raggedCoefV.R mixVAR.R fit_mixVAR.R cond_loglikV.R mixVAR_sim.R

tsdiag.R mixAR_diag.R devel.R em0.R emGaussian.R emgen.R

00marmath.R exmodels.R mixARsim.R

Encoding: UTF-8

RoxygenNote: 7.1.1

NeedsCompilation: no

Packaged: 2021-01-06 19:24:55 UTC; georgi

Author: Georgi N. Boshnakov [aut, cre],

Davide Ravagli [aut]