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-4.5-x86_64)hystar_1.2.1.tgz(r-4.5-arm64)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

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

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

On CRAN:

Conda:

autoregressionestimationhysteresissimulationstatisticsthresholdtime-series-analysiscpp

2.70 score 3 scripts 183 downloads 4 exports 1 dependencies

Last updated 1 years agofrom:35c5563346. Checks:8 OK, 4 NOTE. Indexed: yes.

TargetResultLatest binary
Doc / VignettesOKMar 07 2025
R-4.5-win-x86_64OKMar 07 2025
R-4.5-mac-x86_64OKMar 07 2025
R-4.5-mac-aarch64OKMar 07 2025
R-4.5-linux-x86_64OKMar 07 2025
R-4.4-win-x86_64NOTEMar 07 2025
R-4.4-mac-x86_64NOTEMar 07 2025
R-4.4-mac-aarch64NOTEMar 07 2025
R-4.4-linux-x86_64NOTEMar 07 2025
R-4.3-win-x86_64OKMar 07 2025
R-4.3-mac-x86_64OKMar 07 2025
R-4.3-mac-aarch64OKMar 07 2025

Exports:hystar_fithystar_infohystar_simz_sim

Dependencies:Rcpp