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
LR_test                 Perform likelihood ratio test
M10Y1Y                  Spread between 10-Year and 1-Year treasury
                        rates: M10Y1Y
T10Y1Y                  Spread between 10-Year and 1-Year treasury
                        rates: T10Y1Y
Wald_test               Perform Wald test
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 strictly
                        positive natural numbers
alt_gsmar               Construct a GSMAR model based on results from
                        an arbitrary estimation round of 'fitGSMAR'
calc_gradient           Calculate gradient or Hessian matrix
change_parametrization
                        Change parametrization of a parameter vector
change_regime           Change the specified regime of parameter vector
                        to the given regime-parameter vector
check_and_correct_data
                        Check that the data is set correctly and
                        correct if not
check_constraint_mat    Check the constraint matrices
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_pM                Check that p and M are correctly set
check_params_length     Check that the parameter vector has the correct
                        dimension
condMoments             DEPRECATED, USE 'cond_moments' INSTEAD!
                        Calculate conditional moments of GMAR, StMAR,
                        or G-StMAR model
cond_moment_plot        Conditional mean or variance plot for GMAR,
                        StMAR, and G-StMAR models
cond_moments            Calculate conditional moments of GMAR, StMAR,
                        or G-StMAR model
condmomentPlot          DEPRECATED, USE 'cond_moment_plot' INSTEAD!
                        Conditional mean or variance plot for GMAR,
                        StMAR, and G-StMAR models
diagnosticPlot          DEPRECATED, USE 'diagnostic_plot' INSTEAD!
                        Quantile residual based diagnostic plots for
                        GMAR, StMAR, and G-StMAR models
diagnostic_plot         Quantile residual based diagnostic plots for
                        GMAR, StMAR, and G-StMAR models
extract_regime          Extract regime from a parameter vector
fitGSMAR                Estimate Gaussian or Student's t Mixture
                        Autoregressive model
format_valuef           Function factory for formatting values
get_IC                  Calculate AIC, HQIC and BIC
get_alpha_mt            Get mixing weights alpha_mt (this function is
                        for internal use)
get_ar_roots            Calculate absolute values of the roots of the
                        AR characteristic polynomials
get_minval              Returns the default smallest allowed
                        log-likelihood for given data.
get_regime_autocovs     Calculate regime specific autocovariances
                        *gamma*_{m,p}
get_regime_means        Calculate regime specific means mu_{m}
get_regime_vars         Calculate regime specific variances gamma_{m,0}
get_test_Omega          Generate the covariance matrix Omega for
                        quantile residual tests
get_varying_h           Get differences 'h' which are adjusted for
                        overly large degrees of freedom parameters
isStationary            DEPRECATED, USE 'is_stationary' INSTEAD! Check
                        the stationary condition of specified GMAR,
                        StMAR, or G-StMAR model.
is_stationary           Check the stationary condition of specified
                        GMAR, StMAR, or G-StMAR model.
is_stationary_int       Check the stationarity 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           DEPRECATED, USE 'mixing_weights' INSTEAD!
                        Calculate mixing weights of GMAR, StMAR or
                        G-StMAR model
mixing_weights          Calculate mixing weights of GMAR, StMAR or
                        G-StMAR model
mixing_weights_int      Calculate mixing weights of a GMAR, StMAR, or
                        G-StMAR model
n_params                Calculate the number of parameters
parameter_checks        Check the parameter vector is specified
                        correctly
pick_alphas             Pick mixing weights parameters from parameter
                        vector
pick_dfs                Pick degrees of freedom parameters from a
                        parameter vector
pick_pars               Pick phi_0 (or mu), AR-coefficients, and
                        variance parameters from a 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 , and
                        G-StMAR models
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'
profile_logliks         Plot profile log-likelihoods around the
                        estimates
quantileResidualPlot    DEPRECATED, USE 'quantile_residual_plot'
                        INSTEAD! Plot quantile residual time series and
                        histogram
quantileResidualTests   DEPRECATED, USE 'quantile_residual_tests'
                        INSTEAD! Quantile residual tests for GMAR,
                        StMAR , and G-StMAR models
quantileResiduals       DEPRECATED, USE 'quantile_residuals' INSTEAD!
                        Compute quantile residuals of GMAR, StMAR, or
                        G-StMAR model
quantile_residual_plot
                        Plot quantile residual time series and
                        histogram
quantile_residuals      Compute quantile residuals of GMAR, StMAR, or
                        G-StMAR model
quantile_residuals_int
                        Compute quantile residuals of GMAR, StMAR, or
                        G-StMAR model
randomIndividual        DEPRECATED, USE 'random_ind' OR 'smart_ind'
                        INSTEAD!  Create random GMAR, StMAR, or G-StMAR
                        model compatible parameter vector
random_arcoefs          Create random AR coefficients
random_ind              Create random GMAR, StMAR, or G-StMAR model
                        compatible parameter vector
random_ind_int          Create random GMAR, StMAR, or G-StMAR model
                        compatible parameter vector
random_regime           Create random regime parameters
reform_constrained_pars
                        Reform parameter vector with linear constraints
                        to correspond non-constrained parameter vector.
reform_parameters       Reform any parameter vector into standard form.
reform_restricted_pars
                        Reform parameter vector with restricted
                        autoregressive parameters to correspond
                        non-restricted parameter vector.
regime_distance         Calculate "distance" between two regimes
remove_all_constraints
                        Transform constrained and restricted parameter
                        vector into the regular form
simudata                Simulated data
simulateGSMAR           Simulate values from GMAR, StMAR, and G-StMAR
                        processes
sort_components         Sort the mixture components of a GMAR, StMAR,
                        or G-StMAR model
standard_errors         Calculate standard errors for estimates of a
                        GMAR, StMAR, or G-StMAR model
stmar_to_gstmar         Estimate a G-StMAR model based on a StMAR model
                        with large degrees of freedom parameters
stmarpars_to_gstmar     Transform a StMAR or G-StMAR model parameter
                        vector to a corresponding G-StMAR model
                        parameter vector with large dfs parameters
                        reduced.
swap_parametrization    Swap the parametrization of object of class
                        'gsmar' defining a GMAR, StMAR, or G-StMAR
                        model
uGMAR                   uGMAR: Estimate Univariate Gaussian and
                        Student's t Mixture Autoregressive Models
uncond_moments          Calculate unconditional mean, variance, first p
                        autocovariances and autocorrelations of the
                        GSMAR process.
uncond_moments_int      Calculate unconditional mean, variance, and the
                        first p autocovariances and autocorrelations of
                        a GSMAR process.
warn_ar_roots           Warn about near-unit-roots in some regimes
warn_dfs                Warn about large degrees of freedom parameter
                        values
