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GeoBosh / mixAR

An R package for time series modelling with mixture autoregressive and related models.
https://geobosh.github.io/mixAR/
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assymetric cran heteroskedasticity mixture-autoregressive r r-package student-t time-series

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'mixAR' is an R package for time series modelling with mixture autoregressive and related models.

Installing mixAR

Install the latest stable version from CRAN:

install.packages("mixAR")

Alternatively, install the development version of mixAR from Github:

remotes::install_github("GeoBosh/mixAR")

Overview

Package mixAR provides functions for modelling with mixture autoregressive (MAR/mixAR) models.

See, for example, the overview of mixAR and model fitting functions such as fit_mixAR and bayes_mixAR.