Nonlinear Time Series Analysis
Overview
Simulation, estimation, prediction procedure, and model identification methods for nonlinear time series analysis, including threshold autoregressive models, Markov-switching models, convolutional functional autoregressive models, nonlinearity tests, Kalman filters and various sequential Monte Carlo methods. More examples and details about this package can be found in the book "Nonlinear Time Series Analysis" by Ruey S. Tsay and Rong Chen, John Wiley & Sons, 2018 (ISBN: 978-1-119-26407-1).
Install
Health
NOTERd filesr-devel-linux-x86_64-debian-clang, r-devel-linux-x86_64-debian-gcc, r-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc, r-devel-windows-x86_64, r-oldrel-macos-arm64, r-oldrel-macos-x86_64, r-oldrel-windows-x86_64, r-patched-linux-x86_64, r-release-linux-x86_64, r-release-macos-arm64, r-release-macos-x86_64, r-release-windows-x86_64
checkRd: (-1) MSM.fit.Rd:21: Lost braces
21 | \code{MSM.fit} returns an object of class code{MSM.lm} or \code{MSM.glm}, depending on the input model.
| ^
checkRd: (-1) SMC.Smooth.Rd:25: Lost braces; missing escapes or markup?
25 | observation at current time step. It should return {xx} (the samples xt) and
| ^
checkRd: (-1) SMC.Smooth.Rd:26: Lost braces; missing escapes or markup?
26 | {logww} (their corresponding log weight).}
| ^NOTEdependencies in R coder-devel-linux-x86_64-fedora-clang, r-devel-linux-x86_64-fedora-gcc
Namespaces in Imports field not imported from: ‘MASS’ ‘Rdpack’ ‘base’ ‘graphics’ ‘parallel’ All declared Imports should be used.
- NOTE13 NOTENow
- NOTE14 NOTE2026-03-10
Documentation
- Help pages
- 52
- Examples that run
- 100%31 run in a plain check
- Exported functions with examples
- 60%
- Documented parameters
- 99%
- Return-value docs
- 96%
- Help pages citing references
- 62% with Rdpack citation macros
Downloads
Dependencies
Code & Tests
People & History
Pick two releases to compare their code metrics.
- RR 4.6.0 released · 2026-04-24
- RR 4.5.0 released · 2025-04-11
- RR 4.4.0 released · 2024-04-24
- unarchivedReturned to CRAN2023-09-24
- 1.1.3Latest
- RR 4.3.0 released · 2023-04-21
- archivedRemoved from CRAN2022-10-23requires archived package 'dlm'
- RR 4.2.0 released · 2022-04-22
- RR 4.1.0 released · 2021-05-18
- 1.1.22020-08-06 · diff ↗ ·
added 20 exports
MKF.Full.RB, MKFstep.fading, MSM.fit, NNsetting, SISstep.fading, SMC, SMC.Full, SMC.Full.RB, SMC.Smooth, Sstep.Clutter, Sstep.Clutter.Full, Sstep.Clutter.Full.RB, Sstep.Smooth.Sonar, Sstep.Sonar, clutterKF, cvlm, simPassiveSonar, simuTargetClutter, simu_fading, wrap.SMC - 1.1.12020-08-05 · diff ↗ ·
removed 21 exports
MKF.Full.RB, MKFstep.fading, MSM.fit, NNsetting, SISstep.fading, SMC, SMC.Full, SMC.Full.RB, SMC.Smooth, Sstep.Clutter, Sstep.Clutter.Full, Sstep.Clutter.Full.RB, Sstep.Smooth.Sonar, Sstep.Sonar, clutterKF, cvlm, simPassiveSonar, simuTargetClutter, simu_fading, uTAR.grid, wrap.SMC - RR 4.0.0 released · 2020-04-24
- 1.1.02019-12-19 · diff ↗
- 1.0.1
- RR 3.6.0 released · 2019-04-26
- 1.0.02018-12-09
Show 1 earlier eventHide 1 earlier event
- RR 3.5.0 released · 2018-04-23
Package metadata
- First published
- 2018-12-09
- Total releases
- 6 / 8 yrs
- License
- GPL (>= 2) OSI
- Minimum R
- ≥ 3.6.0
- Download size
- 55 KB
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