R: Bayesian Estimation of Multivariate Threshold Autoregressive Models

# Bayesian Estimation of Multivariate Threshold Autoregressive Models

## Documentation for package ‘mtarm’ version 0.1.8

- DESCRIPTION file

## Help Pages

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 | Deviance Information Criterion (DIC)
DIC.mtar | Deviance Information Criterion (DIC) for objects of class 'mtar'
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 | 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 | Watanabe-Akaike or Widely Available Information Criterion (WAIC)
WAIC.mtar | Watanabe-Akaike or Widely Available Information Criterion (WAIC) for objects of class 'mtar'