BMTAR

Estimation of a MTAR model for some data

Create a complete ggplot appropriate to a particular data type

regime_missing object ggplot for the outputs on the function outputs mtarmissing

regime_model object ggplot for the outputs on the function outputs mtarns and mtastr

tsregime object ggplot for the outputs on the function tsregime

Simulated Multivariate threshold autoregressive process simulation

Multivariate threshold autoregressive process simulation with missing data

Multivariate threshold autoregressive process simulation for estimate number of regimes

Residual diagnosis for model MTAR

Multivariate normal density using Brobdingnag class

Wishart density using Brobdingnag class

Hydrological data of Colombia

Create indicator vector for the regimen of each observation

simulated data

Compute NAIC of a MTAR model

Object class “regime” creation

Organization and check model specification

Estimation of missing values of observed, covariate and threshold processes

Estimation of non-structural parameters for MTAR model

Estimation of the number of regimes in a MTAR model

Multivariate threshold autoregressive process simulation

Estimation of structural parameters of MTAR model

print an object appropriate to a particular data type

Print estimates of a regime_missing object of the function output mtarmissing

print regime_model object for the function outputs mtarns and mtastr

print regime_number object for the function outputs mtarnumreg

Print tsregime object

Function to make product of elements of a list

Function to create list of matrix objects

Creation of class “tsregime” for some data