GAfit                   Genetic algorithm for preliminary estimation of
                        GMAR, StMAR or G-StMAR model
GSMAR                   Create object of class 'gsmar' defining a GMAR,
                        StMAR or G-StMAR model
VIX                     CBOE Volatility Index: VIX
aa_uGMAR                uGMAR: Estimate Univariate Gaussian or
                        Student's t Mixture Autoregressive Model
add_data                Add data to object of class 'gsmar' defining a
                        GMAR, StMAR or G-StMAR model
add_dfs                 Add random dfs to a vector
all_pos_ints            Check whether all arguments are positive scalar
                        whole numbers
calc_gradient           Calculate gradient or Hessian matrix
changeRegime            Change the specified regime of parameter vector
                        to the given regime-parameter vector
change_parametrization
                        Change parametrization of the parameter vector
checkAndCorrectData     Check the data is set correctly and correct if
                        not
checkConstraintMat      Check the constraint matrices
checkPM                 Check p and M are correctly set
check_data              Check that given object contains data
check_gsmar             Check that given object has class attribute
                        'gsmar'
check_model             Check that the argument model is correctly
                        specified.
check_params_length     Check that the parameter vector has the correct
                        dimension
diagnosticPlot          Quantile residual based diagnostic plots for
                        GMAR, StMAR and G-StMAR models
extractRegime           Extract regime from a parameter vector
fitGMAR                 fitGMAR is deprecated
fitGSMAR                Estimate Gaussian or Student's t Mixture
                        Autoregressive model
forecastGMAR            forecastGMAR is deprecated
format_valuef           Function factory for value formatting
getOmega                Generate covariance matrix Omega for quantile
                        residual tests
get_IC                  Calculate AIC, HQIC and BIC
get_ar_roots            Calculate absolute values of the roots of the
                        AR characteristic polynomials
get_regime_means        Calculate and return regime means mu_{m}
isStationary            Check the stationary condition of specified
                        GMAR, StMAR or G-StMAR model.
isStationary_int        Check the stationary and identification
                        conditions of specified GMAR, StMAR or G-StMAR
                        model.
iterate_more            Maximum likelihood estimation of GMAR, StMAR or
                        G-StMAR model with preliminary estimates
loglikelihood           Compute the log-likelihood of GMAR, StMAR or
                        G-StMAR model
loglikelihood_int       Compute the log-likelihood of GMAR, StMAR or
                        G-StMAR model
mixingWeights           Calculate mixing weights of GMAR, StMAR or
                        G-StMAR model
mixingWeights_int       Calculate mixing weights of GMAR, StMAR or
                        G-StMAR model
nParams                 Calculate the number of parameters
parameterChecks         Check the parameter vector is specified
                        correctly
pick_alphas             Pick mixing weights parameters from parameter
                        vector
pick_dfs                Pick degrees of freedom parameters from
                        parameter vector
pick_pars               Pick phi_0/mu, AR-coefficients and variance
                        parameters from parameter vector
pick_phi0               Pick phi0 or mean parameters from parameter
                        vector
plot.gsmarpred          plot method for class 'gsmarpred' objects
plot.qrtest             Quantile residual tests for GMAR, StMAR or
                        G-StMAR model
plotGMAR                plotGMAR is deprecated
predict.gsmar           Forecast GMAR, StMAR or G-StMAR process
print.gsmarpred         print method for class 'gsmarpred' objects
print.gsmarsum          Print method from objects of class 'gsmarsum'
quantileResiduals       Compute quantile residuals of GMAR, StMAR or
                        G-StMAR model
quantileResiduals_int   Compute quantile residuals of GMAR, StMAR or
                        G-StMAR model
randomIndividual        Create somewhat random GMAR, StMAR or G-StMAR
                        model compatible parameter vector
randomIndividual_int    Create random GMAR, StMAR or G-StMAR model
                        compatible parameter vector
random_regime           Create random regime
reformConstrainedPars   Reform parameter vector with linear constraints
                        to correspond non-constrained parameter vector.
reformParameters        Reform any parameter vector into standard form.
reformRestrictedPars    Reform parameter vector with restricted
                        autoregressive parameters to correspond
                        non-restricted parameter vector.
regime_distance         Calculate "distance" between two regimes
removeAllConstraints    Transform constrainted and restricted parameter
                        vector into the regular form
simulateGMAR            simulateGMAR is deprecated
simulateGSMAR           Simulate values from GMAR, StMAR or G-StMAR
                        process
sortComponents          Sort the mixture components of GMAR, StMAR or
                        G-StMAR model
standardErrors          Calculate standard errors for estimates of
                        GMAR, StMAR or GStMAR model
swap_parametrization    Swap the parametrization of object of class
                        'gsmar' defining a gsmar model
