BAYSTAR: On Bayesian analysis of Threshold autoregressive model (BAYSTAR)

The manuscript introduces the BAYSTAR package, which provides the functionality for Bayesian estimation in autoregressive threshold models.

Version: 0.2-9
Depends: R (≥ 3.0.1), mvtnorm, coda
Published: 2013-09-27
Author: Cathy W. S. Chen, Edward M.H. Lin, F.C. Liu, and Richard Gerlach
Maintainer: Edward M.H. Lin <m9281067 at gmail.com>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: ChangeLog
In views: Bayesian, TimeSeries
CRAN checks: BAYSTAR results

Downloads:

Reference manual: BAYSTAR.pdf
Package source: BAYSTAR_0.2-9.tar.gz
OS X binary: BAYSTAR_0.2-9.tgz
Windows binary: BAYSTAR_0.2-9.zip
Old sources: BAYSTAR archive