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mixAR

Mixture Autoregressive Models

v0.22.9 · Dec 16, 2025 · GPL (>= 2)

Description

Model time series using mixture autoregressive (MAR) models. Implemented are frequentist (EM) and Bayesian methods for estimation, prediction and model evaluation. See Wong and Li (2002) <doi:10.1111/1467-9868.00222>, Boshnakov (2009) <doi:10.1016/j.spl.2009.04.009>), and the extensive references in the documentation.

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OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 8, 2026
ERROR r-devel-linux-x86_64-debian-gcc

PDF version of manual

Rd conversion errors:
Converting parsed Rd's to LaTeX ......Warning in file(out, "wt") :
  cannot open file '/tmp/RtmpFYlHXL/ltx3b0ad732edfdfd/mix_variance-methods.tex': No space left on device
Error in file(out, "wt") : cannot open the connection
OK 14 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026

Dependency Network

Dependencies Reverse dependencies stats4 BB combinat timeDate fGarch Rdpack gbutils MCMCpack e1071 permute mvtnorm mixAR

Version History

8 tracked
new 0.22.9 Mar 10, 2026
updated 0.22.9 ← 0.22.8 diff Dec 15, 2025
updated 0.22.8 ← 0.22.7 diff Dec 18, 2023
updated 0.22.7 ← 0.22.6 diff May 2, 2022
updated 0.22.6 ← 0.22.5 diff Jan 22, 2022
updated 0.22.5 ← 0.22.4 diff Jan 3, 2021
updated 0.22.4 ← 0.22.3 diff Jun 28, 2020
new 0.22.3 Jun 21, 2020