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‘mixAR’ is an R package for time series modelling with mixture autoregressive and related models.

Installing mixAR

Install the latest stable version from CRAN:


Alternatively, install the development version of mixAR from Github:



Package mixAR provides functions for modelling with mixture autoregressive (MAR/mixAR) models.

See, for example, the overview of mixAR and model fitting functions such as fit_mixAR and bayes_mixAR.