TAR
Bayesian Modeling of Autoregressive Threshold Time Series Models
Description
Identification and estimation of the autoregressive threshold models with Gaussian noise, as well as positive-valued time series. The package provides the identification of the number of regimes, the thresholds and the autoregressive orders, as well as the estimation of remain parameters. The package implements the methodology from the 2005 paper: Modeling Bivariate Threshold Autoregressive Processes in the Presence of Missing Data <DOI:10.1081/STA-200054435>.
Downloads
557
Last 30 days
6714th
1.8K
Last 90 days
7.1K
Last year
Trend: +0.5% (30d vs prior 30d)
0
Last 30 days
23
Last 90 days
96
Last year
Trend: -100% (30d vs prior 30d)
1
Last 7 days
8
Last 30 days
0
All-time
autoCRAN-only: this name is served only by autoCRAN, so the count is exact.
CRAN Check Status
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | NOTE |
| r-devel-linux-x86_64-debian-gcc | NOTE |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (2 non-OK)
CRAN incoming feasibility
Maintainer: ‘Hanwen Zhang <hanwengutierrez@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Hanwen",
family = "Zhang",
role = c("aut", "cre"),
email = "hanwengutierrez@gmail.com"),
person(given = c("Fabio", "H."),
family = "Nieto",
role = "aut"))
as necessary.
CRAN incoming feasibility
Maintainer: ‘Hanwen Zhang <hanwengutierrez@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Hanwen",
family = "Zhang",
role = c("aut", "cre"),
email = "hanwengutierrez@gmail.com"),
person(given = c("Fabio", "H."),
family = "Nieto",
role = "aut"))
as necessary.
Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
CRAN incoming feasibility
Maintainer: ‘Hanwen Zhang <hanwengutierrez@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Hanwen",
family = "Zhang",
role = c("aut", "cre"),
email = "hanwengutierrez@gmail.com"),
person(given = c("Fabio", "H."),
family = "Nieto",
role = "aut"))
as necessary.
CRAN incoming feasibility
Maintainer: ‘Hanwen Zhang <hanwengutierrez@gmail.com>’
No Authors@R field in DESCRIPTION.
Please add one, modifying
Authors@R: c(person(given = "Hanwen",
family = "Zhang",
role = c("aut", "cre"),
email = "hanwengutierrez@gmail.com"),
person(given = c("Fabio", "H."),
family = "Nieto",
role = "aut"))
as necessary.
Code
Structure
Lines of code
2,598
Files
23
Compiled share
0%
Has compiled src
No
Language breakdown
API
Exported functions
10
Internal functions
0
Recent export changes
Testing & CI
Has tests
No
Test-to-code ratio
0.00
testthat edition
–
CI present
No
CI type
[]
PR gated
No
Docs
Return-value doc rate
–
\dontrun example ratio
0%
Roxygen coverage
–
Has pkgdown
No
NEWS present
No
Health & Security signals
Informational signals; not verdicts.
on.exit coverage
–
Unsafe pattern score
0
Dep constraint coverage
0%
Secret pattern count
0
Bundled 3rd-party code
2 items
Portability & License
Min R version
–
System requirements
–
C++ standard
–
License
GPL (>= 2)
License flags
SPDX valid, OSI approved
History
Versions
1
First release
2017-02-24
Latest release
2017-02-24
Avg cadence
–
Cold removal rate
–
Dep drift
0
Per-file churn detail lives in the source pipeline: https://github.com/r-observatory/cran-code-metrics.
Dependency Network
Version History
1 trackedR Observatory began tracking this package on Mar 10, 2026; it first appeared on CRAN Feb 24, 2017. Releases before tracking aren’t shown.