TAR

Bayesian Modeling of Autoregressive Threshold Time Series Models

v1.0 · Feb 24, 2017 · GPL (>= 2)

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>.

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2 NOTE

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Flavor	Status	Time
r-devel-linux-x86_64-debian-clang	NOTE	36.9s
r-devel-linux-x86_64-debian-gcc	NOTE	26s
r-devel-linux-x86_64-fedora-clang	OK	60s
r-devel-linux-x86_64-fedora-gcc	OK	54.4s
r-devel-macos-arm64	OK	12s
r-devel-windows-x86_64	OK	55s
r-oldrel-macos-arm64	OK
r-oldrel-macos-x86_64	OK	34s
r-oldrel-windows-x86_64	OK	58s
r-patched-linux-x86_64	OK	34.2s
r-release-linux-x86_64	OK	32.9s
r-release-macos-arm64	OK
r-release-macos-x86_64	OK	35s
r-release-windows-x86_64	OK	52s

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NOTE r-devel-linux-x86_64-debian-clang

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.

NOTE r-devel-linux-x86_64-debian-gcc

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.

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NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

NOTE r-devel-linux-x86_64-debian-clang

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.

NOTE r-devel-linux-x86_64-debian-gcc

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.

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Version History

new 1.0 Mar 10, 2026