uGMAR
Estimate Univariate Gaussian and Student's t Mixture Autoregressive Models
v3.6.0
·
Jun 19, 2025
·
GPL-3
Description
Maximum likelihood estimation of univariate Gaussian Mixture Autoregressive (GMAR), Student's t Mixture Autoregressive (StMAR), and Gaussian and Student's t Mixture Autoregressive (G-StMAR) models, quantile residual tests, graphical diagnostics, forecast and simulate from GMAR, StMAR and G-StMAR processes. Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2015) <doi:10.1111/jtsa.12108>, Mika Meitz, Daniel Preve, Pentti Saikkonen (2023) <doi:10.1080/03610926.2021.1916531>, Savi Virolainen (2022) <doi:10.1515/snde-2020-0060>.
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| r-devel-windows-x86_64 | OK |
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| r-oldrel-windows-x86_64 | OK |
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| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
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| r-release-windows-x86_64 | OK |
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OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
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3.6.0
Mar 10, 2026