BAYSTAR (0.2-5)

On Bayesian analysis of Threshold autoregressive model (BAYSTAR).

The manuscript introduces the BAYSTAR package, which provides the functionality for Bayesian estimation in autoregressive threshold models.

Maintainer: Cathy W. S. Chen
Author(s): Cathy W. S. Chen, Edward M.H. Lin, F.C. Liu, and Richard Gerlach

License: GPL (>= 2)

Uses: coda, mvtnorm

Released about 8 years ago.