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mixAR

Mixture Autoregressive Models

v0.22.9 · Dec 16, 2025 · GPL (>= 2)

Description

Model time series using mixture autoregressive (MAR) models. Implemented are frequentist (EM) and Bayesian methods for estimation, prediction and model evaluation. See Wong and Li (2002) <doi:10.1111/1467-9868.00222>, Boshnakov (2009) <doi:10.1016/j.spl.2009.04.009>), and the extensive references in the documentation.

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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026

Dependency Network

Dependencies Reverse dependencies stats4 BB combinat timeDate fGarch Rdpack gbutils MCMCpack e1071 permute mvtnorm mixAR

Version History

new 0.22.9 Mar 10, 2026