bayesian estimation of threshold VAR
tvar(mydata, priorObj, thMax = 2, thVar = 1, nreps = 1100, burnin = 100, nthin = 1, stabletest = TRUE)
| mydata | data |
|---|---|
| priorObj | S3 object of the prior |
| thMax | maximum delay of threshold variable |
| thVar | the threshold variable |
| nreps | total number of mcmc draws |
| burnin | number of burn-in draws |
| nthin | thinning parameter |
| stabletest | test for stability |