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
T10Y1Y                  Spread between 10-Year and 1-Year treasury
                        rates: T10Y1Y
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 stricly
                        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
changeRegime            Change the specified regime of parameter vector
                        to the given regime-parameter vector
change_parametrization
                        Change parametrization of a parameter vector
checkAndCorrectData     Check that the data is set correctly and
                        correct if not
checkConstraintMat      Check the constraint matrices
checkPM                 Check that 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
condMoments             Calculate conditional moments of GMAR, StMAR,
                        or G-StMAR model
condmomentPlot          Condinional mean or variance plot for GMAR,
                        StMAR, and G-StMAR models
diagnosticPlot          Quantile residual based diagnostic plots for
                        GMAR, StMAR, and G-StMAR models
extractRegime           Extract regime from a parameter vector
fitGSMAR                Estimate Gaussian or Student's t Mixture
                        Autoregressive model
format_valuef           Function factory for formatting values
getOmega                Generate the 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_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_varying_h           Get differences 'h' which are adjusted for
                        overly large degrees of freedom parameters
isStationary            Check the stationary condition of specified
                        GMAR, StMAR, or G-StMAR model.
isStationary_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           Calculate mixing weights of GMAR, StMAR or
                        G-StMAR model
mixingWeights_int       Calculate mixing weights of a 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 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-likehoods around the estimates
quantileResidualPlot    Plot quantile residual time series and
                        histogram
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 random GMAR, StMAR, or G-StMAR model
                        compatible parameter vector
randomIndividual_int    Create random GMAR, StMAR, or G-StMAR model
                        compatible parameter vector
random_arcoefs          Create random AR coefficients
random_regime           Create random regime parameters
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 constrained and restricted parameter
                        vector into the regular form
simudata                Simulated data
simulateGSMAR           Simulate values from GMAR, StMAR, and G-StMAR
                        processes
sortComponents          Sort the mixture components of a GMAR, StMAR,
                        or G-StMAR model
standardErrors          Calculate standard errors for estimates of a
                        GMAR, StMAR, or GStMAR 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 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
uncondMoments           Calculate unconditional mean, variance, first p
                        autocovariances and autocorrelations of the
                        GSMAR process.
uncondMoments_int       Calculate unconditional mean, variance, and the
                        first p autocovariances and autocorrelations of
                        a GSMAR process.
warn_dfs                Warn about large degrees of freedom parameter
                        values
