datasim_miss {BMTAR}

Multivariate threshold autoregressive process simulation with missing data

Description

simulated MTAR process with missing data

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.