Maximum likelihood estimation of univariate Gaussian Mixture Autoregressive (GMAR), Student's t Mixture Autoregressive (StMAR), and Gaussian and Student's t Mixture Autoregressive (G-StMAR) models, quantile residual tests, graphical diagnostics, forecast and simulate from GMAR, StMAR and G-StMAR processes. Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2015) <doi:10.1111/jtsa.12108>, Mika Meitz, Daniel Preve, Pentti Saikkonen (2023) <doi:10.1080/03610926.2021.1916531>, Savi Virolainen (2022) <doi:10.1515/snde-2020-0060>.
| Version: | 3.5.0 |
| Depends: | R (≥ 3.4.0) |
| Imports: | Brobdingnag (≥ 1.2-4), parallel, pbapply (≥ 1.3-2), stats (≥ 3.3.2), gsl (≥ 1.9-10.3) |
| Suggests: | testthat, knitr, rmarkdown |
| Published: | 2024-07-04 |
| DOI: | 10.32614/CRAN.package.uGMAR |
| Author: | Savi Virolainen [aut, cre] |
| Maintainer: | Savi Virolainen <savi.virolainen at helsinki.fi> |
| BugReports: | https://github.com/saviviro/uGMAR/issues |
| License: | GPL-3 |
| NeedsCompilation: | no |
| Materials: | README NEWS |
| In views: | TimeSeries |
| CRAN checks: | uGMAR results |
| Reference manual: | uGMAR.pdf |
| Vignettes: |
uGMAR: A Family of Mixture Autoregressive Models in R |
| Package source: | uGMAR_3.5.0.tar.gz |
| Windows binaries: | r-devel: uGMAR_3.5.0.zip, r-release: uGMAR_3.5.0.zip, r-oldrel: uGMAR_3.5.0.zip |
| macOS binaries: | r-release (arm64): uGMAR_3.5.0.tgz, r-oldrel (arm64): uGMAR_3.5.0.tgz, r-release (x86_64): uGMAR_3.5.0.tgz, r-oldrel (x86_64): uGMAR_3.5.0.tgz |
| Old sources: | uGMAR archive |
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