Estimate parameters of the hysteretic threshold autoregressive (HysTAR) model, using conditional least squares. In addition, you can generate time series data from the HysTAR model. For details, see Li, Guan, Li and Yu (2015) .
It appears you don't have a PDF plugin for this browser. You can click here to download the reference manual.
1.0.0 by Daan de Jong, 3 years ago
https://github.com/daandejongen/hystar/
Report a bug at https://github.com/daandejongen/hystar/issues/
Browse source code at https://github.com/cran/hystar
Authors: Daan de Jong [aut, cre, cph] , European Research Council [fnd]
Documentation: PDF Manual
MIT + file LICENSE license
Imports graphics, Rcpp, stats, utils
Suggests testthat
Linking to Rcpp
See at CRAN