Package: hystar 1.2.1
hystar: Fit the Hysteretic Threshold Autoregressive Model
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>.
Authors:
hystar_1.2.1.tar.gz
hystar_1.2.1.zip(r-4.5)hystar_1.2.1.zip(r-4.4)hystar_1.2.1.zip(r-4.3)
hystar_1.2.1.tgz(r-4.4-x86_64)hystar_1.2.1.tgz(r-4.4-arm64)hystar_1.2.1.tgz(r-4.3-x86_64)hystar_1.2.1.tgz(r-4.3-arm64)
hystar_1.2.1.tar.gz(r-4.5-noble)hystar_1.2.1.tar.gz(r-4.4-noble)
hystar_1.2.1.tgz(r-4.4-emscripten)hystar_1.2.1.tgz(r-4.3-emscripten)
|hystar.html✨
hystar/json (API)
NEWS
| # Install 'hystar' in R: |
| install.packages('hystar', repos = c('https://daandejongen.r-universe.dev', 'https://cloud.r-project.org')) |
Bug tracker:https://github.com/daandejongen/hystar/issues
autoregressionestimationhysteresissimulationstatisticsthresholdtime-series-analysis
Last updated 11 months agofrom:35c5563346. Checks:ERROR: 1 OK: 5 NOTE: 3. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | FAIL | Nov 07 2024 |
| R-4.5-win-x86_64 | OK | Nov 07 2024 |
| R-4.5-linux-x86_64 | OK | Nov 07 2024 |
| R-4.4-win-x86_64 | NOTE | Nov 07 2024 |
| R-4.4-mac-x86_64 | NOTE | Nov 07 2024 |
| R-4.4-mac-aarch64 | NOTE | Nov 07 2024 |
| R-4.3-win-x86_64 | OK | Nov 07 2024 |
| R-4.3-mac-x86_64 | OK | Nov 07 2024 |
| R-4.3-mac-aarch64 | OK | Nov 07 2024 |
Exports:hystar_fithystar_infohystar_simz_sim
Dependencies:Rcpp
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| Estimate the HysTAR model using conditional least squares estimation | hystar_fit |
| Get more information about the hystar package | hystar_info |
| Simulate data from the HysTAR model | hystar_sim |
| Simulate the threshold/control variable Z | z_sim |
