https://github.com/geobosh/mixar

An R package for time series modelling with mixture autoregressive and related models.
https://github.com/geobosh/mixar

assymetric cran heteroskedasticity mixture-autoregressive r r-package student-t time-series

Last synced: 21 days ago
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An R package for time series modelling with mixture autoregressive and related models.

• Host: GitHub
• URL: https://github.com/geobosh/mixar
• Owner: GeoBosh
• Created: 2020-06-04T11:08:29.000Z (over 4 years ago)
• Default Branch: master
• Last Pushed: 2024-10-25T09:43:50.000Z (about 2 months ago)
• Last Synced: 2024-11-15T22:25:50.209Z (about 1 month ago)
• Topics: assymetric, cran, heteroskedasticity, mixture-autoregressive, r, r-package, student-t, time-series
• Language: R
• Homepage: https://geobosh.github.io/mixAR/
• Size: 4.84 MB
• Stars: 1
• Watchers: 1
• Forks: 0
• Open Issues: 1

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