hystar-package {hystar} | R Documentation |
Estimate parameters of the hysteretic threshold autoregressive (HysTAR) model, using conditional least squares. In addition, you can generate time series data from the HysTAR model. For details, see Li, Guan, Li and Yu (2015) doi:10.1093/biomet/asv017.
Maintainer: Daan de Jong daandejong94@gmail.com (ORCID) [copyright holder]
Other contributors:
European Research Council [funder]
Useful links:
Report bugs at https://github.com/daandejongen/hystar/issues/