[R] Mixture Transition Distribution (MTD) time series model in R or S ?

[Derek Eder]

Has anyone see an S or R implementation of the MTD time series model*?


*  e.g.:    Le, N.D., Martin, R.D. and Raftery, A.E. (1996) Modeling outliers, bursts and flat stretches in time series using mixture transition distribution (MTD) models. Journal of the American Statistical Association, 91: 1504-1515

http://www.stat.washington.edu/raftery/Research/TS/ts.html 


- Derek Eder

Derek N. Eder
Göteborgs Universitet
Institutionen för klinisk neurovetenskap
Klinisk Neurofysiologi
Sahlgrenska universitetssjukhuset SS/SU
Blå stråket 7, vån 3
SE 413 45  Göteborg
Sverige
Tlf. +46 (031) 34  244 14  (office)   NYTT!
Tlf. +46 (031) 34 212 83  (laboratory)
Tlf. +46 0709 / 7 212 83 (mobil)
Fax. +46 (031) 82 81 63 
derek.eder at neuro.gu.se


Gothenburg University
Institute of Clinical Neuroscience,
Department of Clinical Neurophysiology
Salhgrenska Hospital  SU/SS
SE 413 45  Göteborg
Sweden



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