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-4.7-x86_64)hystar_1.2.1.zip(r-4.7-arm64)hystar_1.2.1.zip(r-4.6-x86_64)hystar_1.2.1.zip(r-4.6-arm64)hystar_1.2.1.zip(r-4.5-x86_64)
hystar_1.2.1.tgz(r-4.6-x86_64)hystar_1.2.1.tgz(r-4.6-arm64)hystar_1.2.1.tgz(r-4.5-x86_64)hystar_1.2.1.tgz(r-4.5-arm64)
hystar_1.2.1.tar.gz(r-4.7-arm64)hystar_1.2.1.tar.gz(r-4.7-x86_64)hystar_1.2.1.tar.gz(r-4.6-arm64)hystar_1.2.1.tar.gz(r-4.6-x86_64)
hystar_1.2.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
hystar/json (API)

# 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

Pkgdown/docs site:https://daandejongen.github.io

Uses libs:
  • c++– GNU Standard C++ Library v3

On CRAN:

Conda:

autoregressionestimationhysteresissimulationstatisticsthresholdtime-series-analysiscpp

2.70 score 3 scripts 250 downloads 4 exports 1 dependencies

Last updated from:35c5563346. Checks:15 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK91
linux-devel-x86_64OK112
source / vignettesOK230
linux-release-arm64OK92
linux-release-x86_64OK109
macos-release-arm64OK193
macos-release-x86_64OK310
macos-oldrel-arm64OK171
macos-oldrel-x86_64OK298
windows-devel-arm64OK341
windows-devel-x86_64OK135
windows-release-arm64OK351
windows-release-x86_64OK99
windows-oldrel-x86_64OK64
wasm-releaseOK114

Exports:hystar_fithystar_infohystar_simz_sim

Dependencies:Rcpp