| changeRegime | Change the specified regime of parameter vector to the given regime-parameter vector |
| checkAndCorrectData | Check the data is set correctly and correct if not |
| checkConstraintMat | Check constraint matrices R |
| checkPM | Check p and M are correctly set |
| extractRegime | Extract regime from a parameter vector |
| fitGMAR | Estimate Gaussian or Student's t Mixture Autoregressive model |
| forecastGMAR | Forecast GMAR pr StMAR process |
| GAfit | Genetic algorithm for preliminary estimation of GMAR or StMAR model |
| getOmega | Generate covariance matrix omega for quantile residual tests |
| isIdentifiable | Check the stationary and identification conditions of specified GMAR or StMAR model. |
| isStationary | Check the stationary condition of specified GMAR or StMAR model. |
| isStationary_int | Check the stationary and identification conditions of specified GMAR or StMAR model. |
| loglikelihood | Compute the log-likelihood of Gaussian or Student's t Mixture Autoregressive model |
| loglikelihood_int | Compute the log-likelihood of Gaussian or Student's t Mixture Autoregressive model |
| mixingWeights | Calculate mixing weights of GMAR or StMAR model |
| mixingWeights_int | Calculate mixing weights of GMAR or StMAR model |
| nParams | Calculate the number of parameters |
| parameterChecks | Check the parameter vector is specified correctly |
| plotGMAR | Quantile residual based diagnostic plots for GMAR or StMAR model |
| quantileResiduals | Compute quantile residuals of GMAR or StMAR model |
| quantileResiduals_int | Compute quantile residuals of GMAR or StMAR model |
| quantileResidualTests | Quantile residual tests for GMAR or StMAR model |
| randomIndividual | Create somewhat random GMAR or StMAR model compatible parameter vector |
| randomIndividual_int | Create random GMAR or StMAR model compatible parameter vector |
| reformConstrainedPars | Reform parameter vector with linear constraints to correspond non-constrained parameter vector. |
| reformParameters | Reform any parameter vector into standard form. |
| simulateGMAR | Simulate GMAR or StMAR process |
| smartIndividual | Create somewhat random GMAR or StMAR model compatible parameter vector |
| smartIndividual_int | Create random GMAR or StMAR model compatible parameter vector |
| sortComponents | Sort the mixture components of GMAR or StMAR model |
| standardErrors | Calculate standard errors for estimates of GMAR or StMAR model |
| VIX | CBOE Volatility Index: VIX |