hystar
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Software:5983717
Fit the Hysteretic Threshold Autoregressive Model
Last update: 5 July 2023
Software version identifier: 1.0.0
Copyright license: MIT license, File License
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) <doi:10.1093/biomet/asv017>.
