ACMx                    Estimation of Autoregressive Conditional Mean
                        Models
F.test                  F Test for Nonlinearity
F_test_cfar             F Test for a CFAR Process
F_test_cfarh            F Test for a CFAR Process with
                        Heteroscedasticity and Irregular Observation
                        Locations
MKF.Full.RB             Full Information Propagation Step under Mixture
                        Kalman Filter
MKFstep.fading          One Propagation Step under Mixture Kalman
                        Filter for Fading Channels
MSM.fit                 Fitting Univariate Autoregressive Markov
                        Switching Models
MSM.sim                 Generate Univariate 2-regime Markov Switching
                        Models
NNsetting               Setting Up The Predictor Matrix in A Neural
                        Network for Time Series Data
PRnd                    ND Test
SISstep.fading          Sequential Importance Sampling Step for Fading
                        Channels
SMC                     Generic Sequential Monte Carlo Method
SMC.Full                Generic Sequential Monte Carlo Using Full
                        Information Proposal Distribution
SMC.Full.RB             Generic Sequential Monte Carlo Using Full
                        Information Proposal Distribution and
                        Rao-Blackwellization
SMC.Smooth              Generic Sequential Monte Carlo Smoothing with
                        Marginal Weights
Sstep.Clutter           Sequential Monte Carlo for A Moving Target
                        under Clutter Environment
Sstep.Clutter.Full      Sequential Importance Sampling under Clutter
                        Environment
Sstep.Clutter.Full.RB   Sequential Importance Sampling under Clutter
                        Environment
Sstep.Smooth.Sonar      Sequential Importance Sampling for A Target
                        with Passive Sonar
Sstep.Sonar             Sequential Importance Sampling Step for A
                        Target with Passive Sonar
Tsay                    Tsay Test for Nonlinearity
backTAR                 Backtest for Univariate TAR Models
backtest                Backtest
clutterKF               Kalman Filter for Tracking in Clutter
cvlm                    Check linear models with cross validation
est_cfar                Estimation of a CFAR Process
est_cfarh               Estimation of a CFAR Process with
                        Heteroscedasticity and Irregualar Observation
                        Locations
g_cfar                  Generate a CFAR Process
g_cfar1                 Generate a CFAR(1) Process
g_cfar2                 Generate a CFAR(2) Process
g_cfar2h                Generate a CFAR(2) Process with
                        Heteroscedasticity and Irregular Observation
                        Locations
hfDummy                 Create Dummy Variables for High-Frequency
                        Intraday Seasonality
mTAR                    Estimation of a Multivariate Two-Regime SETAR
                        Model
mTAR.est                Estimation of Multivariate TAR Models
mTAR.pred               Prediction of A Fitted Multivariate TAR Model
mTAR.sim                Generate Two-Regime (TAR) Models
p_cfar                  Prediction of CFAR Processes
p_cfar_part             Partial Curve Prediction of CFAR Processes
rankQ                   Rank-Based Portmanteau Tests
rcAR                    Estimating of Random-Coefficient AR Models
ref.mTAR                Refine A Fitted 2-Regime Multivariate TAR Model
simPassiveSonar         Simulate A Sample Trajectory
simuTargetClutter       Simulate A Moving Target in Clutter
simu_fading             Simulate Signals from A System with Rayleigh
                        Flat-Fading Channels
thr.test                Threshold Nonlinearity Test
tvAR                    Estimate Time-Varying Coefficient AR Models
tvARFiSm                Filtering and Smoothing for Time-Varying AR
                        Models
uTAR                    Estimation of a Univariate Two-Regime SETAR
                        Model
uTAR.est                General Estimation of TAR Models
uTAR.pred               Prediction of A Fitted Univariate TAR Model
uTAR.sim                Generate Univariate SETAR Models
wrap.SMC                Sequential Monte Carlo Using Sequential
                        Importance Sampling for Stochastic Volatility
                        Models
