Description
Simulation, estimation, prediction procedure, and model identification methods for nonlinear time series analysis, including threshold autoregressive models, Markov-switching models, convolutional functional autoregressive models, nonlinearity tests, Kalman filters and various sequential Monte Carlo methods. More examples and details about this package can be found in the book "Nonlinear Time Series Analysis" by Ruey S. Tsay and Rong Chen, John Wiley & Sons, 2018 (ISBN: 978-1-119-26407-1).
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | NOTE |
| r-devel-linux-x86_64-fedora-gcc | NOTE |
| r-devel-macos-arm64 | NOTE |
| r-devel-windows-x86_64 | NOTE |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | NOTE |
| r-patched-linux-x86_64 | NOTE |
| r-release-linux-x86_64 | NOTE |
| r-release-macos-arm64 | NOTE |
| r-release-macos-x86_64 | NOTE |
| r-release-windows-x86_64 | NOTE |
Check details (16 non-OK)
NOTE
r-devel-linux-x86_64-debian-clang
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or markup?
26 | {logww} (their corresponding log weight).}
| ^
NOTE
r-devel-linux-x86_64-debian-gcc
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or markup?
26 | {logww} (their corresponding log weight).}
| ^
NOTE
r-devel-linux-x86_64-fedora-clang
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or markup?
26 | {logww} (their corresponding log weight).}
| ^
NOTE
r-devel-linux-x86_64-fedora-clang
dependencies in R code
Namespaces in Imports field not imported from: ‘MASS’ ‘Rdpack’ ‘base’ ‘graphics’ ‘parallel’ All declared Imports should be used.
NOTE
r-devel-linux-x86_64-fedora-gcc
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or markup?
26 | {logww} (their corresponding log weight).}
| ^
NOTE
r-devel-linux-x86_64-fedora-gcc
dependencies in R code
Namespaces in Imports field not imported from: ‘MASS’ ‘Rdpack’ ‘base’ ‘graphics’ ‘parallel’ All declared Imports should be used.
NOTE
r-devel-macos-arm64
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or markup?
26 | {logww} (their corresponding log weight).}
| ^
NOTE
r-devel-windows-x86_64
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or markup?
26 | {logww} (their corresponding log weight).}
| ^
NOTE
r-oldrel-macos-arm64
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or markup?
26 | {logww} (their corresponding log weight).}
| ^
NOTE
r-oldrel-macos-x86_64
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or markup?
26 | {logww} (their corresponding log weight).}
| ^
NOTE
r-oldrel-windows-x86_64
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or markup?
26 | {logww} (their corresponding log weight).}
| ^
NOTE
r-patched-linux-x86_64
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or markup?
26 | {logww} (their corresponding log weight).}
| ^
NOTE
r-release-linux-x86_64
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or markup?
26 | {logww} (their corresponding log weight).}
| ^
NOTE
r-release-macos-arm64
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or markup?
26 | {logww} (their corresponding log weight).}
| ^
NOTE
r-release-macos-x86_64
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or markup?
26 | {logww} (their corresponding log weight).}
| ^
NOTE
r-release-windows-x86_64
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or markup?
26 | {logww} (their corresponding log weight).}
| ^
Check History
NOTE 0 OK · 14 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-devel-linux-x86_64-debian-clang
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or marku
NOTE
r-devel-linux-x86_64-debian-gcc
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or marku
NOTE
r-devel-linux-x86_64-fedora-clang
dependencies in R code
Namespaces in Imports field not imported from: ‘MASS’ ‘Rdpack’ ‘base’ ‘graphics’ ‘parallel’ All declared Imports should be used.
NOTE
r-devel-linux-x86_64-fedora-gcc
dependencies in R code
Namespaces in Imports field not imported from: ‘MASS’ ‘Rdpack’ ‘base’ ‘graphics’ ‘parallel’ All declared Imports should be used.
NOTE
r-devel-macos-arm64
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or marku
NOTE
r-devel-windows-x86_64
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or marku
NOTE
r-patched-linux-x86_64
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or marku
NOTE
r-release-linux-x86_64
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or marku
NOTE
r-release-macos-arm64
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or marku
NOTE
r-release-macos-x86_64
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or marku
NOTE
r-release-windows-x86_64
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or marku
NOTE
r-oldrel-macos-arm64
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or marku
NOTE
r-oldrel-macos-x86_64
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or marku
NOTE
r-oldrel-windows-x86_64
Rd files
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or marku
Dependency Network
Version History
new
1.1.3
Mar 10, 2026