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:Daan de Jong [aut, cre], Utrecht University [cph], European Research Council [fnd]

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.pdf |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

Uses libs:

c++– GNU Standard C++ Library v3

On CRAN:

autoregression estimation hysteresis simulation statistics threshold time-series-analysis

4 exports 1.18 score 1 dependencies 3 scripts 144 downloads

Last updated 9 months agofrom:35c5563346. Checks:OK: 4 NOTE: 5. Indexed: yes.

Target	Result	Date
Doc / Vignettes	OK	Sep 08 2024
R-4.5-win-x86_64	NOTE	Sep 08 2024
R-4.5-linux-x86_64	NOTE	Sep 08 2024
R-4.4-win-x86_64	NOTE	Sep 08 2024
R-4.4-mac-x86_64	NOTE	Sep 08 2024
R-4.4-mac-aarch64	NOTE	Sep 08 2024
R-4.3-win-x86_64	OK	Sep 08 2024
R-4.3-mac-x86_64	OK	Sep 08 2024
R-4.3-mac-aarch64	OK	Sep 08 2024

Exports:hystar_fit hystar_info hystar_sim z_sim

Dependencies:Rcpp

Citation

Development and contributors

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