‘mixAR’ is an R package for time series modelling with mixture autoregressive and related models.
Install the latest stable version from CRAN:
install.packages("mixAR")Alternatively, install the development version of
mixAR from Github:
remotes::install_github("GeoBosh/mixAR")Package mixAR provides functions for modelling with
mixture autoregressive (MAR/mixAR) models.
See, for example, the overview of mixAR and model fitting functions such as fit_mixAR and bayes_mixAR.
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