CRAN
NHMSAR 1.12
Non-Homogeneous Markov Switching Autoregressive Models
Released Sep 23, 2018 by Valerie Monbet
Dependencies
glasso 1.10 ucminf 1.1-4 lars 1.2 ncvreg 3.10-0
Calibration, simulation, validation of (non-)homogeneous Markov switching autoregressive models with Gaussian or von Mises innovations. Penalization methods are implemented for Markov Switching Vector Autoregressive Models of order 1 only. Most functions of the package handle missing values.
Installation
Maven
This package can be included as a dependency from a Java or Scala project by including
the following your project's pom.xml file.
Read more
about embedding Renjin in JVM-based projects.
<dependencies>
<dependency>
<groupId>org.renjin.cran</groupId>
<artifactId>NHMSAR</artifactId>
<version>1.12-b1</version>
</dependency>
</dependencies>
<repositories>
<repository>
<id>bedatadriven</id>
<name>bedatadriven public repo</name>
<url>https://nexus.bedatadriven.com/content/groups/public/</url>
</repository>
</repositories>
Renjin CLI
If you're using Renjin from the command line, you load this library by invoking:
library('org.renjin.cran:NHMSAR')
Test Results
This package was last tested against Renjin 0.9.2692 on Oct 21, 2018.
- Cond.prob.MSAR-examples
- ENu_graph-examples
- Estep.MSAR-examples
- MeanDurOver-examples
- MeanDurUnder-examples
- Mstep.classif-examples
- Mstep.nh.MSAR.VM-examples
- NH-MSAR-package-examples
- PibDetteDemoc-examples
- Wind-examples
- WindDir-examples
- cor.MSAR-examples
- cross.cor.MSAR-examples
- fit.MSAR-examples
- fit.MSAR.VM-examples
- forecast.prob.MSAR-examples
- init.theta.MSAR-examples
- meteo.data-examples
- prediction.MSAR-examples
- regimes.plot.MSAR-examples
- simule.nh.MSAR-examples
- simule.nh.MSAR.VM-examples
- valid_all.MSAR-examples