{ "_id": "6a2c46de3efcd9bda42d9bb8", "Package": "mtarm", "Type": "Package", "Title": "Bayesian Estimation of Multivariate Threshold Autoregressive\nModels", "Version": "0.1.9", "Authors@R": "c(person(\"Luis Hernando\",\"Vanegas\",role=c(\"aut\",\"cre\"),email=\"lhvanegasp@unal.edu.co\"),\nperson(\"Sergio Alejandro\",\"Calderón\",role=\"aut\",email=\"sacalderonv@unal.edu.co\"),\nperson(\"Luz Marina\",\"Rondón\",role=\"aut\",email=\"lmrondonp@unal.edu.co\"))", "Author": "Luis Hernando Vanegas [aut, cre], Sergio Alejandro Calderón\n[aut], Luz Marina Rondón [aut]", "Maintainer": "Luis Hernando Vanegas ", "Description": "Estimation, inference and forecasting using the Bayesian\napproach for multivariate threshold autoregressive (TAR) models\nin which the distribution used to describe the noise process\nbelongs to the class of Gaussian variance mixtures.", "BugReports": "https://github.com/lhvanegasp/mtarm/issues", "Encoding": "UTF-8", "LazyData": "false", "RoxygenNote": "7.3.3", "NeedsCompilation": "no", "License": "GPL-2 | GPL-3", "Config/testthat/edition": "3", "URL": "https://lhvanegasp.github.io/mtarm/", "VignetteBuilder": "knitr", "Packaged": { "Date": "2026-06-12 17:47:20 UTC", "User": "root" }, "Repository": "https://cran.r-universe.dev", "Date/Publication": "2026-06-12 16:30:02 UTC", "RemoteUrl": "https://github.com/cran/mtarm", "RemoteRef": "HEAD", "RemoteSha": "cfe0d81e909babf30405374b2621d7b2c79387e3", "MD5sum": "027369abc398297d32bd54606247091a", "_user": "cran", "_type": "src", "_file": "mtarm_0.1.9.tar.gz", "_fileid": "aad134a0cd0c339b064664c3a33a98aecb1e7de7e1e7b3289ab3c4b955c572b5", "_filesize": 808904, "_sha256": "aad134a0cd0c339b064664c3a33a98aecb1e7de7e1e7b3289ab3c4b955c572b5", "_created": "2026-06-12T17:47:20.000Z", "_published": "2026-06-12T17:50:22.886Z", "_distro": "noble", "_jobs": [ { "job": 81087648247, "time": 144, "config": "linux-devel-x86_64", "r": "4.7.0", "check": "OK", "artifact": "7598738254" }, { "job": 81087648240, "time": 140, "config": "linux-release-x86_64", "r": "4.6.0", "check": "OK", "artifact": "7598737135" }, { "job": 81086733838, "time": 302, "config": "source", "r": "4.6.0", "check": "OK", "artifact": "7598687969" }, { "job": 81087648220, "time": 113, "config": "wasm-release", "r": "4.6.0", "check": "OK", "artifact": "7598727602" } ], "_buildurl": "https://github.com/r-universe/cran/actions/runs/27432660676", "_status": "success", "_host": "GitHub-Actions", "_upstream": "https://github.com/cran/mtarm", "_commit": { "id": "cfe0d81e909babf30405374b2621d7b2c79387e3", "author": "Luis Hernando Vanegas ", "committer": "cran-robot ", "message": "version 0.1.9\n", "time": 1781281802 }, "_maintainer": { "name": "Luis Hernando Vanegas", "email": "lhvanegasp@unal.edu.co", "login": "lhvanegasp", "description": "", "uuid": 156981755 }, "_registered": true, "_dependencies": [ { "package": "methods", "role": "Imports" }, { "package": "stats", "role": "Imports" }, { "package": "utils", "role": "Imports" }, { "package": "graphics", "role": "Imports" }, { "package": "Formula", "role": "Imports" }, { "package": "grDevices", "role": "Imports" }, { "package": "GIGrvg", "role": "Imports" }, { "package": "coda", "role": "Imports" }, { "package": "mvtnorm", "role": "Imports" }, { "package": "future.apply", "role": "Imports" }, { "package": "progressr", "role": "Imports" }, { "package": "future", "role": "Imports" }, { "package": "cli", "role": "Suggests" }, { "package": "knitr", "role": "Suggests" }, { "package": "rmarkdown", "role": "Suggests" }, { "package": "testthat", "version": ">= 3.0.0", "role": "Suggests" } ], "_owner": "cran", "_selfowned": false, "_usedby": 0, "_updates": [ { "week": "2025-29", "n": 1 }, { "week": "2025-37", "n": 1 }, { "week": "2026-02", "n": 1 }, { "week": "2026-24", "n": 1 } ], "_tags": [ { "name": "0.1.6", "date": "2025-07-14" }, { "name": "0.1.7", "date": "2025-09-11" }, { "name": "0.1.8", "date": "2026-01-11" }, { "name": "0.1.9", "date": "2026-06-12" } ], "_stars": 0, "_contributors": [ { "user": "lhvanegasp", "count": 8, "uuid": 156981755 } ], "_userbio": { "uuid": 6899542, "type": "organization", "name": "cran", "description": "Unofficial read-only mirror of all CRAN R packages" }, "_downloads": { "count": 239, "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/mtarm" }, "_devurl": "https://github.com/lhvanegasp/mtarm", "_pkgdown": "https://lhvanegasp.github.io/mtarm/", "_searchresults": 25, "_rbuild": "4.6.0", "_assets": [ "extra/citation.cff", "extra/citation.html", "extra/citation.json", "extra/citation.txt", "extra/contents.json", "extra/mtarm.html", "extra/readme.html", "extra/readme.md", "manual.pdf" ], "_homeurl": "https://github.com/lhvanegasp/mtarm", "_realowner": "lhvanegasp", "_cranurl": false, "_releases": [ { "version": "0.1.0", "date": "2024-05-01" }, { "version": "0.1.1", "date": "2024-06-04" }, { "version": "0.1.2", "date": "2024-07-22" }, { "version": "0.1.5", "date": "2025-05-07" }, { "version": "0.1.6", "date": "2025-07-14" }, { "version": "0.1.7", "date": "2025-09-11" }, { "version": "0.1.8", "date": "2026-01-11" }, { "version": "0.1.9", "date": "2026-06-12" } ], "_exports": [ "ars", "DIC", "effectiveSize_TAR", "geweke_diagTAR", "geweke_plotTAR", "mtar", "mtar_grid", "out_of_sample", "priors", "simtar", "WAIC" ], "_datasets": [ { "name": "iceland.rf", "title": "Temperature, precipitation, and two river flows in Iceland", "object": "iceland.rf", "file": "iceland.rf.rda", "class": [ "data.frame" ], "fields": [ "Vatnsdalsa", "Jokulsa", "Precipitation", "Temperature", "Date" ], "rows": 1096, "table": true, "tojson": true }, { "name": "returns", "title": "Returns of the closing prices of three financial indexes", "object": "returns", "file": "returns.rda", "class": [ "tbl_df", "tbl", "data.frame" ], "fields": [ "Date", "COLCAP", "SP500", "BOVESPA" ], "rows": 1505, "table": true, "tojson": true }, { "name": "riverflows", "title": "Rainfall and two river flows in Colombia", "object": "riverflows", "file": "riverflows.rda", "class": [ "data.frame" ], "fields": [ "Date", "Bedon", "LaPlata", "Rainfall" ], "rows": 1200, "table": true, "tojson": true }, { "name": "US.returns", "title": "U.S. Stock Returns", "object": "US.returns", "file": "US.returns.rda", "class": [ "data.frame" ], "fields": [ "Date", "SP500", "VIX", "CCR", "SR", "dVIX" ], "rows": 5420, "table": true, "tojson": true } ], "_help": [ { "page": "ars", "title": "Auxiliary function to specify the number of regimes and lag orders", "topics": [ "ars" ] }, { "page": "as.mcmc.mtar", "title": "Coercion of 'mtar' objects to 'mcmc' objects", "topics": [ "as.mcmc.mtar" ] }, { "page": "coef.mtar", "title": "coef method for objects of class 'mtar'", "topics": [ "coef.mtar" ] }, { "page": "DIC", "title": "Deviance Information Criterion (DIC)", "topics": [ "DIC" ] }, { "page": "DIC.mtar", "title": "Deviance Information Criterion (DIC) for objects of class 'mtar'", "topics": [ "DIC.mtar" ] }, { "page": "effectiveSize_TAR", "title": "Effective sample size for 'mtar' objects", "topics": [ "effectiveSize_TAR" ] }, { "page": "geweke_diagTAR", "title": "Geweke's convergence diagnostic for 'mtar' objects", "topics": [ "geweke_diagTAR" ] }, { "page": "geweke_plotTAR", "title": "Geweke-Brooks plot for objects of class 'mtar'", "topics": [ "geweke_plotTAR" ] }, { "page": "HPDinterval.mtar", "title": "Highest Posterior Density intervals for objects of class 'mtar'", "topics": [ "HPDinterval.mtar" ] }, { "page": "iceland.rf", "title": "Temperature, precipitation, and two river flows in Iceland", "topics": [ "iceland.rf" ] }, { "page": "mtar", "title": "Bayesian estimation of a multivariate Threshold Autoregressive (TAR) model.", "topics": [ "mtar" ] }, { "page": "mtar_grid", "title": "Bayesian Estimation of Multivariate TAR Models", "topics": [ "mtar_grid" ] }, { "page": "out_of_sample", "title": "Out-of-sample predictive accuracy measures", "topics": [ "out_of_sample" ] }, { "page": "out_of_sample.listmtar", "title": "Computing Out-of-Sample predictive accuracy measures", "topics": [ "out_of_sample.listmtar" ] }, { "page": "out_of_sample.mtar", "title": "Computing Out-of-Sample predictive accuracy measures", "topics": [ "out_of_sample.mtar" ] }, { "page": "predict.mtar", "title": "Forecasting for multivariate TAR models", "topics": [ "predict.mtar" ] }, { "page": "priors", "title": "Auxiliary function for setting hyperparameter values", "topics": [ "priors" ] }, { "page": "returns", "title": "Returns of the closing prices of three financial indexes", "topics": [ "returns" ] }, { "page": "riverflows", "title": "Rainfall and two river flows in Colombia", "topics": [ "riverflows" ] }, { "page": "simtar", "title": "Simulation of multivariate time series from a TAR model", "topics": [ "simtar" ] }, { "page": "US.returns", "title": "U.S. Stock Returns", "topics": [ "US.returns" ] }, { "page": "vcov.mtar", "title": "vcov method for objects of class 'mtar'", "topics": [ "vcov.mtar" ] }, { "page": "WAIC", "title": "Watanabe-Akaike or Widely Available Information Criterion (WAIC)", "topics": [ "WAIC" ] }, { "page": "WAIC.mtar", "title": "Watanabe-Akaike or Widely Available Information Criterion (WAIC) for objects of class 'mtar'", "topics": [ "WAIC.mtar" ] } ], "_readme": "https://github.com/cran/mtarm/raw/HEAD/README.md", "_rundeps": [ "coda", "codetools", "digest", "Formula", "future", "future.apply", "GIGrvg", "globals", "lattice", "listenv", "mvtnorm", "parallelly", "progressr" ], "_vignettes": [ { "source": "Introduction.Rmd", "filename": "Introduction.html", "title": "Introduction to the mtarm Package", "author": "Luis Hernando Vanegas, Sergio Alejandro Calderón, Luz Marina Rondón", "engine": "knitr::rmarkdown", "headings": [ "Multivariate Threshold Autoregressive (TAR) models", "Installation", "Install from GitHub", "Install from CRAN", "Application: Temperature, precipitation, and two river flows in Iceland", "Dataset", "Model specification", "Parameter estimation", "Model comparison using forecast accuracy measures", "Adjusted within-sample", "Out-of-sample with standard $h$-step-ahead forecasting", "Out-of-sample with rolling-origin forecasting and fixed parameters", "Summary of the best model", "Residuals", "Forecasting", "Summary statistics", "Convergence diagnostics", "Geweke statistic", "Effective sample size" ], "created": "2026-06-12 16:30:02", "modified": "2026-06-12 16:30:02", "commits": 1 } ], "_score": 3.6989700043360187, "_indexed": false, "_nocasepkg": "mtarm", "_universes": [ "cran" ], "_indexurl": "https://lhvanegasp.r-universe.dev/mtarm", "_previous": "0.1.8", "_binaries": [ { "r": "4.7.0", "os": "linux", "version": "0.1.9", "date": "2026-06-12T17:49:28.000Z", "distro": "noble", "commit": "cfe0d81e909babf30405374b2621d7b2c79387e3", "fileid": "ddb1f371bf656d0d95bb4ae2bed1d66ab23f5fef3b43fd88beff62eb562bd4c5", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/27432660676" }, { "r": "4.6.0", "os": "linux", "version": "0.1.9", "date": "2026-06-12T17:49:26.000Z", "distro": "noble", "commit": "cfe0d81e909babf30405374b2621d7b2c79387e3", "fileid": "316f008f0c40760a088c3707d2631759b294f79872a091c549f03f149ba42e59", "status": "success", "check": "OK", "buildurl": "https://github.com/r-universe/cran/actions/runs/27432660676" }, { "r": "4.6.0", "os": "wasm", "version": "0.1.9", "date": "2026-06-12T17:49:35.000Z", "commit": "cfe0d81e909babf30405374b2621d7b2c79387e3", "fileid": "af81649332645fc9491b3c5bf48b174346208385f1cf33bbdc02603e6d9b07e7", "status": "success", "buildurl": "https://github.com/r-universe/cran/actions/runs/27432660676" } ] }