BAYSTAR: On Bayesian Analysis of Threshold Autoregressive Models

Fit two-regime threshold autoregressive (TAR) models by Markov chain Monte Carlo methods.

Version: 0.2-10
Depends: R (≥ 3.0.1), mvtnorm, coda
Published: 2022-05-14
DOI: 10.32614/CRAN.package.BAYSTAR
Author: Cathy W. S. Chen, Edward M.H. Lin, F.C. Liu, and Richard Gerlach
Maintainer: Edward M.H. Lin <ed.mhlin at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
NeedsCompilation: no
Materials: ChangeLog
In views: Bayesian, TimeSeries
CRAN checks: BAYSTAR results


Reference manual: BAYSTAR.pdf


Package source: BAYSTAR_0.2-10.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
macOS binaries: r-release (arm64): BAYSTAR_0.2-10.tgz, r-oldrel (arm64): BAYSTAR_0.2-10.tgz, r-release (x86_64): BAYSTAR_0.2-10.tgz, r-oldrel (x86_64): BAYSTAR_0.2-10.tgz
Old sources: BAYSTAR archive


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