A Julia package implementing techniques to determine the stability of discrete-time threshold vector autoregressive (TVAR) models such as censored and kinked vector autoregressive models (CKSVAR).
- Documentation: https://samwycherley.github.io/ThresholdStability.jl/dev/.
- Examples: examples, including notebooks, are contained in the examples/src folder.
- R wrapper for this package: https://github.com/samwycherley/thresholdr
ThresholdStability.jl requires Julia v1.0 or later. Julia can be downloaded here.
To install, use
Pkg.add("ThresholdStability")or from the REPL, type
] add ThresholdStabilityTo test the package once installed, use
Pkg.test("ThresholdStability")or from the REPL,
] test ThresholdStabilityTesting after installation is recommended.
The package relies on a number of other packages, most importantly
All dependent packages are automatically installed when installing ThresholdStability.
For troubleshooting, consulting the documentation of these packages may be helpful, in addition to the documentation for ThresholdStability.jl.