Package index • mtarm

All functions

ars(): Auxiliary function to specify the number of regimes and lag orders
as.mcmc(<mtar>): Coercion of mtar objects to mcmc objects
coef(<mtar>): coef method for objects of class mtar
DIC(<mtar>): Deviance Information Criterion (DIC) for objects of class mtar
DIC(): Deviance Information Criterion (DIC)
effectiveSize_TAR(): Effective sample size for mtar objects
geweke_diagTAR(): Geweke's convergence diagnostic for mtar objects
geweke_plotTAR(): Geweke-Brooks plot for objects of class mtar
HPDinterval(<mtar>): Highest Posterior Density intervals for objects of class mtar
iceland.rf: Temperature, precipitation, and two river flows in Iceland
mtar(): Bayesian estimation of a multivariate Threshold Autoregressive (TAR) model.
mtar_grid(): Bayesian Estimation of Multivariate TAR Models
out_of_sample(<listmtar>): Computing Out-of-Sample predictive accuracy measures
out_of_sample(<mtar>): Computing Out-of-Sample predictive accuracy measures
out_of_sample(): Out-of-sample predictive accuracy measures
predict(<mtar>): Forecasting for multivariate TAR models
priors(): Auxiliary function for setting hyperparameter values
returns: Returns of the closing prices of three financial indexes
riverflows: Rainfall and two river flows in Colombia
simtar(): Simulation of multivariate time series from a TAR model
US.returns: U.S. Stock Returns
vcov(<mtar>): vcov method for objects of class mtar
WAIC(<mtar>): Watanabe-Akaike or Widely Available Information Criterion (WAIC) for objects of class mtar
WAIC(): Watanabe-Akaike or Widely Available Information Criterion (WAIC)