NTS (1.1.0)

0 users

Nonlinear Time Series Analysis.


Simulation, estimation, prediction procedure, and model identification methods for nonlinear time series analysis, including threshold autoregressive models, Markov-switching models, convolutional functional autoregressive models, nonlinearity tests, Kalman filters and various sequential Monte Carlo methods. More examples and details about this package can be found in the book "Nonlinear Time Series Analysis" by Ruey S. Tsay and Rong Chen, John Wiley & Sons, 2018 (ISBN: 978-1-119-26407-1).

Maintainer: Xialu Liu
Author(s): Ruey Tsay [aut], Rong Chen [aut], Xialu Liu [aut, cre]

License: GPL (>= 2)

Uses: dlm, MASS, MSwM, Rdpack, tensor, testthat

Released 6 months ago.

2 previous versions



  (0 votes)


  (0 votes)

Log in to vote.


No one has written a review of NTS yet. Want to be the first? Write one now.

Related packages: ArDec, Ecdat, TSdbi, boot, brainwaver, chron, depmix, dlm, dse, dyn, dynlm, ensembleBMA, fGarch, fNonlinear, fame, fracdiff, fractal, kza, mAr, mFilter(20 best matches, based on common tags.)

Search for NTS on google, google scholar, r-help, r-devel.

Visit NTS on R Graphical Manual.