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datasim

Simulated Multivariate threshold autoregressive process simulation

Description

simulated MTAR process

Usage

data(datasim)

Format

Object with class mtarsim

Source

R Simulate

References

Calderon, S. and Nieto, F. (2017) Bayesian analysis of multivariate threshold autoregress models with missing data. Communications in Statistics - Theory and Methods 46 (1):296–318. doi:10.1080/03610926.2014.990758.

BMTAR

Bayesian Approach for MTAR Models with Missing Data

v0.1.1
GPL (>= 2)
Authors
Valeria Bejarano Salcedo <vbejaranos@unal.edu.co>, Sergio Alejandro Calderon Villanueva <sacalderonv@unal.edu.co> Andrey Duvan Rincon Torres <adrincont@unal.edu.co>
Initial release
2021-01-18

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