tsDyn

cranv11.0.5.2

Nonlinear Time Series Models with Regime Switching. Implements nonlinear autoregressive (AR) time series models. For univariate series, a non-parametric approach is available through additive nonlinear AR. Parametric modeling and testing for regime switching dynamics is available when the transition is either direct (TAR: threshold AR) or smooth (STA

License GPL (>= 2)0 versions1 maintainers14 deps1,471 weekly dl
MatthieuStigler/tsDyn/wiki
40
/ 100
Health
safe to use

[email protected] is safe to use (health: 40/100)

Health breakdown0 – 100
0/25
maintenance
6/20
popularity
25/25
security
6/15
maturity
3/15
community
Vulnerabilities
0
none known
⚠ Possible typosquat
Name is close to a popular package. Targets:
tidyr (adjacent_swap_or_double dist 2)

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License Audit

Dependencies (14)
mnormtmgcvnnettseriesChaostseriesutilsvarsurcaforecastMASSMatrixforeachmethodsgenerics
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First published · 2024-10-31 15:46:19

Last updated · 2024-10-31T14:40:02+00:00

tsDyn — Health Score 40/100 | DepScope