Nonlinear Time Series Analysis R package NTS version 1.1.3 CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) Simulation, estimation, prediction procedure, and model identification methods for nonlinear time series analysis, including threshold autoregressive models, Markov-switching models, convolutional functional autoregressive models, nonlinearity tests, Kalman filters and various sequential Monte Carlo methods. More examples and details about this package can be found in the book "Nonlinear Time Series Analysis" by Ruey S. Tsay and Rong Chen, John Wiley & Sons, 2018 (ISBN: 978-1-119-26407-1). Software Depends: R (>= 3.6.0) Imports: base,dlm,graphics,MASS,MSwM,Rdpack,parallel,splines,stats,tensor Suggests: testthat Xialu Liu <xialu.liu@sdsu.edu> Comprehensive R Archive Network (CRAN) Ruey Tsay [aut], Rong Chen [aut], Xialu Liu [aut, cre] GPL (>= 2) 2023-09-24 application/tgz https://CRAN.R-project.org/package=NTS doi:10.32614/CRAN.package.NTS