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
LR_test                 Perform likelihood ratio test
M10Y1Y                  Spread between 10-Year and 1-Year Treasury
                        rates: M10Y1Y
T10Y1Y                  Spread between 10-Year and 1-Year Treasury
                        rates: T10Y1Y
TBFF                    Spread between the 3-month Treasury bill rate
                        and the effective federal funds rate: TBFF
Wald_test               Perform Wald test
add_data                Add data to object of class 'gsmar' defining a
                        GMAR, StMAR, or G-StMAR model
alt_gsmar               Construct a GSMAR model based on results from
                        an arbitrary estimation round of 'fitGSMAR'
calc_gradient           Calculate gradient or Hessian matrix
cond_moment_plot        Conditional mean or variance plot for GMAR,
                        StMAR, and G-StMAR models
cond_moments            Calculate conditional moments of GMAR, StMAR,
                        or G-StMAR model
diagnostic_plot         Quantile residual based diagnostic plots for
                        GMAR, StMAR, and G-StMAR models
fitGSMAR                Estimate Gaussian or Student's t Mixture
                        Autoregressive model
get_ar_roots            Calculate absolute values of the roots of the
                        AR characteristic polynomials
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}
is_stationary           Check the stationary condition 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
mixing_weights          Calculate mixing weights of GMAR, StMAR or
                        G-StMAR model
pick_pars               Pick phi_0 (or mu), AR-coefficients, and
                        variance parameters from a 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-likelihoods around the
                        estimates
quantile_residual_plot
                        Plot quantile residual time series and
                        histogram
quantile_residuals      Compute quantile residuals of GMAR, StMAR, or
                        G-StMAR model
random_ind              Create random GMAR, StMAR, or G-StMAR model
                        compatible parameter vector
reform_parameters       Reform any parameter vector into standard form.
simudata                Simulated data
simulate.gsmar          Simulate obsercations from GMAR, StMAR, and
                        G-StMAR processes
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 or G-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-package           uGMAR: Estimate Univariate Gaussian and
                        Student's t Mixture Autoregressive Models
uncond_moments          Calculate unconditional mean, variance, first p
                        autocovariances and autocorrelations of the
                        GSMAR process.
