Package: tsDyn
Type: Package
Title: Nonlinear Time Series Models with Regime Switching
Version: 11.0.5.2
Date: 2024-10-29
Authors@R: c(person("Antonio Fabio", "Di Narzo", role = "aut",
                    comment =c(ORCID="0000-0002-4033-5038")),
             person("Jose Luis", "Aznarte", role = "ctb",
                    comment =c(ORCID="0000-0002-1636-244X"),
                    email = "jlaznarte@dia.uned.es"),
             person("Matthieu", "Stigler", role = c("aut","cre"), email="Matthieu.Stigler@gmail.com",
                    comment =c(ORCID="0000-0002-6802-4290")))
Depends: R (>= 3.5.0)
Imports: mnormt, mgcv, nnet, tseriesChaos, tseries, utils, vars, urca,
        forecast, MASS, Matrix, foreach, methods, generics
Suggests: sm, scatterplot3d, rgl, rugarch, broom, dplyr, stringr,
        purrr, tibble, tidyr, testthat (>= 3.0.0)
Maintainer: Matthieu Stigler <Matthieu.Stigler@gmail.com>
Description: 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
        (STAR: smooth transition AR, LSTAR). For multivariate series,
        one can estimate a range of TVAR or threshold cointegration
        TVECM models with two or three regimes. Tests can be conducted
        for TVAR as well as for TVECM (Hansen and Seo 2002 and Seo
        2006).
License: GPL (>= 2)
URL: https://github.com/MatthieuStigler/tsDyn/wiki
BugReports: https://github.com/MatthieuStigler/tsDyn/issues
RoxygenNote: 7.3.2
LazyData: true
Encoding: UTF-8
Config/testthat/edition: 3
Config/pak/sysreqs: libssl-dev
Repository: https://matthieustigler.r-universe.dev
Date/Publication: 2024-10-29 12:25:45 UTC
RemoteUrl: https://github.com/matthieustigler/tsdyn
RemoteRef: HEAD
RemoteSha: 3d5f10527dc4c4f8a77990452a222b897b6af95f
NeedsCompilation: yes
Packaged: 2026-05-31 08:31:30 UTC; root
Author: Antonio Fabio Di Narzo [aut] (ORCID:
    <https://orcid.org/0000-0002-4033-5038>),
  Jose Luis Aznarte [ctb] (ORCID:
    <https://orcid.org/0000-0002-1636-244X>),
  Matthieu Stigler [aut, cre] (ORCID:
    <https://orcid.org/0000-0002-6802-4290>)