Bayesian Approach for MTAR Models with Missing Data

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Documentation for package ‘BMTAR’ version 0.1.1

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autoplot Create a complete ggplot appropriate to a particular data type
autoplot.regime_missing regime_missing object ggplot for the outputs on the function outputs mtarmissing
autoplot.regime_model regime_model object ggplot for the outputs on the function outputs mtarns and mtastr
autoplot.tsregime tsregime object ggplot for the outputs on the function tsregime
auto_mtar Estimation of a MTAR model for some data
datasim Simulated Multivariate threshold autoregressive process simulation
datasim_miss Multivariate threshold autoregressive process simulation with missing data
datasim_numreg Multivariate threshold autoregressive process simulation for estimate number of regimes
diagnostic_mtar Residual diagnosis for model MTAR
dmnormB Multivariate normal density using Brobdingnag class
dwishartB Wishart density using Brobdingnag class
hydrodata Hydrological data of Colombia
lists_ind Create indicator vector for the regimen of each observation
missingest simulated data
mtaregime Object class "'regime'" creation
mtarinipars Organization and check model specification
mtarmissing Estimation of missing values of observed, covariate and threshold processes
mtarNAIC Compute NAIC of a MTAR model
mtarns Estimation of non-structural parameters for MTAR model
mtarnumreg Estimation of the number of regimes in a MTAR model
mtarsim Multivariate threshold autoregressive process simulation
mtarstr Estimation of structural parameters of MTAR model
print print an object appropriate to a particular data type
print.regime_missing Print estimates of a regime_missing object of the function output mtarmissing
print.regime_model print regime_model object for the function outputs mtarns and mtastr
print.regime_number print regime_number object for the function outputs mtarnumreg
print.tsregime Print tsregime object
prodB Function to make product of elements of a list
repM Function to create list of matrix objects
tsregime Creation of class "'tsregime'" for some data