Eric J. Ward, Sean C. Anderson, Luis A. Damiano, Mary E. Hunsicker, Michael A. Litzow, “Modeling regimes with extremes: the bayesdfa package for identifying and forecasting common trends and anomalies in multivariate time-series data”, R Journal, 2019, 11(2), 46-55, https://doi.org/10.32614/RJ-2019-007
BibTeX
@article{RJ-2019-007,
author = {Eric J. Ward and Sean C. Anderson and Luis A. Damiano and Mary E. Hunsicker and Michael A. Litzow},
title = {Modeling regimes with extremes: the bayesdfa package for identifying and forecasting common trends and anomalies in multivariate time-series data},
journal = {R Journal},
year = {2019},
volume = {11},
issue = {2},
pages = {46-55},
note = {https://journal.r-project.org/articles/RJ-2019-007/}
}