Package: mtarm
Type: Package
Title: Bayesian Estimation of Multivariate Threshold Autoregressive
        Models
Version: 0.1.8
Authors@R: c(person("Luis Hernando","Vanegas",role=c("aut","cre"),email="lhvanegasp@unal.edu.co"),
             person("Sergio Alejandro","Calderón",role="aut",email="sacalderonv@unal.edu.co"),             
             person("Luz Marina","Rondón",role="aut",email="lmrondonp@unal.edu.co"))
Author: Luis Hernando Vanegas [aut, cre],
  Sergio Alejandro Calderón [aut],
  Luz Marina Rondón [aut]
Maintainer: Luis Hernando Vanegas <lhvanegasp@unal.edu.co>
Description: Estimation, inference and forecasting using the Bayesian approach for multivariate threshold autoregressive (TAR) models in which the distribution used to describe the noise process belongs to the class of Gaussian variance mixtures.
Imports: methods, stats, utils, graphics, Formula, grDevices, GIGrvg,
        coda, mvtnorm, future.apply, progressr, future
BugReports: https://github.com/lhvanegasp/mtarm/issues
Encoding: UTF-8
LazyData: false
RoxygenNote: 7.3.3
NeedsCompilation: no
License: GPL-2 | GPL-3
URL: https://github.com/lhvanegasp/mtarm
Packaged: 2026-01-11 20:05:25 UTC; 57312
Repository: CRAN
Date/Publication: 2026-01-11 20:20:02 UTC
Built: R 4.6.0; ; 2026-04-26 08:58:41 UTC; unix
