| datasim {BMTAR} | R Documentation |
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.
[Package BMTAR version 0.1.1 Index]