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: 0.2-3
Depends: R (≥ 2.8.0), mvtnorm
Published: 2009-10-09
Author: Cathy W. S. Chen, Edward M.H. Lin, F.C. Liu, and Richard Gerlach
Maintainer: Cathy W. S. Chen <chenws at fcu.edu.tw>
License: GPL (≥ 2)
In views: Bayesian, TimeSeries
CRAN checks: BAYSTAR results

Downloads:

Package source: BAYSTAR_0.2-3.tar.gz
MacOS X binary: BAYSTAR_0.2-3.tgz
Windows binary: BAYSTAR_0.2-3.zip
Reference manual: BAYSTAR.pdf
News/ChangeLog:ChangeLog
Old sources: BAYSTAR archive