mtarm

Authors Luis Hernando Vanegas, Luz Marina Rondón, Sergio Alejandro Calderón

Last update 12 June 2026

Copyright license GNU General Public License, version 2.0, GNU General Public License, version 3.0

Software version identifier PACKAGES.rds, 0.1.0, 0.1.1, 0.1.2, 0.1.5, 0.1.6, 0.1.7, 0.1.8, 0.1.9

Description

Estimation, inference and forecasting using the Bayesian approach for multivariate threshold autoregressive (TAR) models in which the distribution used to describe the noise process belongs to the class of Gaussian variance mixtures.

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