uGMAR: Estimate Univariate Gaussian and Student's t Mixture Autoregressive Models

Maximum likelihood estimation of univariate Gaussian Mixture Autoregressive (GMAR), Student's t Mixture Autoregressive (StMAR), and Gaussian and Student's t Mixture Autoregressive (G-StMAR) models, quantile residual tests, graphical diagnostics, forecast and simulate from GMAR, StMAR and G-StMAR processes. Leena Kalliovirta, Mika Meitz, Pentti Saikkonen (2015) <doi:10.1111/jtsa.12108>, Mika Meitz, Daniel Preve, Pentti Saikkonen (2023) <doi:10.1080/03610926.2021.1916531>, Savi Virolainen (2022) <doi:10.1515/snde-2020-0060>.

Version:	3.6.0
Depends:	R (≥ 3.4.0)
Imports:	Brobdingnag (≥ 1.2-4), parallel, pbapply (≥ 1.3-2), stats (≥ 3.3.2), gsl (≥ 1.9-10.3)
Suggests:	testthat, knitr, rmarkdown
Published:	2025-06-19
DOI:	10.32614/CRAN.package.uGMAR
Author:	Savi Virolainen [aut, cre]
Maintainer:	Savi Virolainen <savi.virolainen at helsinki.fi>
BugReports:	https://github.com/saviviro/uGMAR/issues
License:	GPL-3
NeedsCompilation:	no
Materials:	README, NEWS
In views:	TimeSeries
CRAN checks:	uGMAR results

Documentation:

Reference manual:	uGMAR.html , uGMAR.pdf
Vignettes:	uGMAR: A Family of Mixture Autoregressive Models in R (source, R code)

Downloads:

Package source:	uGMAR_3.6.0.tar.gz
Windows binaries:	r-devel: uGMAR_3.6.0.zip, r-release: uGMAR_3.6.0.zip, r-oldrel: uGMAR_3.6.0.zip
macOS binaries:	r-release (arm64): uGMAR_3.6.0.tgz, r-oldrel (arm64): uGMAR_3.6.0.tgz, r-release (x86_64): uGMAR_3.6.0.tgz, r-oldrel (x86_64): uGMAR_3.6.0.tgz
Old sources:	uGMAR archive

Linking:

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