datasim_numreg {BMTAR}

Multivariate threshold autoregressive process simulation for estimate number of regimes

Description

object of class “regime_number”

Usage

data(datasim_numreg)

Format

Object with class regime_number

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.