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>.

Version: 1.0.0
Imports: graphics, Rcpp, stats, utils
LinkingTo: Rcpp
Suggests: testthat (≥ 3.0.0)
Published: 2023-07-05
Author: Daan de Jong ORCID iD [aut, cre, cph], European Research Council [fnd]
Maintainer: Daan de Jong <daandejong94 at gmail.com>
BugReports: https://github.com/daandejongen/hystar/issues/
License: MIT + file LICENSE
URL: https://github.com/daandejongen/hystar/
NeedsCompilation: yes
CRAN checks: hystar results

Documentation:

Reference manual: hystar.pdf

Downloads:

Package source: hystar_1.0.0.tar.gz
Windows binaries: r-devel: hystar_1.0.0.zip, r-release: hystar_1.0.0.zip, r-oldrel: hystar_1.0.0.zip
macOS binaries: r-release (arm64): hystar_1.0.0.tgz, r-oldrel (arm64): hystar_1.0.0.tgz, r-release (x86_64): hystar_1.0.0.tgz

Linking:

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