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: 2026-10-08 08:42:37 UTC; root
Repository: https://convfunctimeseries.r-universe.dev
Date/Publication: 2023-09-24 22:30:34 UTC
RemoteUrl: https://github.com/cran/NTS
RemoteRef: HEAD
RemoteSha: 1538405f77f1a550ba3030b3a5f1854b56f7d6ec