Package: NTS
Type: Package
Title: Nonlinear Time Series Analysis
Version: 1.1.3
Authors@R: c(
    person("Ruey", "Tsay", email = "ruey.tsay@chicagobooth.edu", role = "aut"),
    person("Rong", "Chen", email = "rongchen@stat.rutgers.edu", role = "aut"),
    person("Xialu", "Liu", email = "xialu.liu@sdsu.edu", role = c("aut", "cre")))
Author: Ruey Tsay [aut],
  Rong Chen [aut],
  Xialu Liu [aut, cre]
Maintainer: Xialu Liu <xialu.liu@sdsu.edu>
Description: 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).
Depends: R (>= 3.6.0)
License: GPL (>= 2)
Encoding: UTF-8
Imports:
        base,dlm,graphics,MASS,MSwM,Rdpack,parallel,splines,stats,tensor
RdMacros: Rdpack
RoxygenNote: 7.2.3
Suggests: testthat
NeedsCompilation: no
Packaged: 2023-09-24 20:11:22 UTC; Xialu
Repository: CRAN
Date/Publication: 2023-09-24 21:10:06 UTC
Built: R 4.3.3; ; 2025-01-24 16:50:30 UTC; unix
