ThresholdStability

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 ThresholdStability

To test the package once installed, use

Pkg.test("ThresholdStability")

or from the REPL,

] test ThresholdStability

Testing after installation is recommended.

The package relies on a number of other packages, most importantly

• HybridSystems.jl
• SwitchOnSafety.jl
• MathematicalSystems.jl
• SumOfSquares.jl

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.