FW: [R] Mixture Transition Distribution (MTD) time series model in R or S ?
Warnes, Gregory R
gregory_r_warnes at groton.pfizer.com
Tue Oct 22 16:27:14 CEST 2002
Forwarded from Adrian Raftery:
-----Original Message-----
From: Adrian Raftery [mailto:raftery at stat.washington.edu]
Sent: Tuesday, October 22, 2002 10:15 AM
To: Warnes, Gregory R
Subject: Re: FW: [R] Mixture Transition Distribution (MTD) time series
model in R or S ?
Thanks, Greg. Current MTD software is reviewed in
André Berchtold and Adrian E. Raftery
"The Mixture Transition Distribution (MTD) Model for High-Order Markov
Chains
and Non-Gaussian Time Series."
Technical Report no. 360, Department of Statistics, University of
Washington.
http://www.stat.washington.edu/www/research/reports/1990s/
To appear in Statistical Science, 2002.
There's nothing in R currently that I know of.
Would you send this information on to the list?
Thanks much,
Adrian
-------------------------------------------------------------------
Adrian E. Raftery
Professor of Statistics and Sociology
Director, Center for Statistics and the Social Sciences
University of Washington, Box 354320 Phone: (206) 543-4505
Seattle, WA 98195-4320. FAX: (206) 221-6873
Web: www.stat.washington.edu/raftery; www.csss.washington.edu
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