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)hystar_1.2.1.zip(r-4.6)hystar_1.2.1.zip(r-4.5)
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✨
card.svg |card.png
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/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 171 downloads 4 exports 1 dependencies

Last updated from:35c5563346. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK129
linux-devel-x86_64OK151
source / vignettesOK163
linux-release-arm64OK125
linux-release-x86_64OK127
macos-release-arm64OK249
macos-release-x86_64OK409
macos-oldrel-arm64OK181
macos-oldrel-x86_64OK356
windows-develOK111
windows-releaseOK93
windows-oldrelOK121
wasm-releaseOK107

Exports:hystar_fithystar_infohystar_simz_sim

Dependencies:Rcpp