FW: [R] Mixture Transition Distribution (MTD) time series model in R or S ?

Warnes, Gregory R gregory_r_warnes at groton.pfizer.com
Tue Oct 22 16:27:14 CEST 2002

Forwarded from Adrian Raftery:

-----Original Message-----
From: Adrian Raftery [mailto:raftery at stat.washington.edu]
Sent: Tuesday, October 22, 2002 10:15 AM
To: Warnes, Gregory R
Subject: Re: FW: [R] Mixture Transition Distribution (MTD) time series
model in R or S ?

Thanks, Greg. Current MTD software is reviewed in

André Berchtold and Adrian E. Raftery
"The Mixture Transition Distribution (MTD) Model for High-Order Markov
and Non-Gaussian Time Series."
Technical Report no. 360, Department of Statistics, University of
To appear in Statistical Science, 2002.

There's nothing in R currently that I know of.

Would you send this information on to the list?

 Thanks much,


 Adrian E. Raftery
 Professor of Statistics and Sociology
 Director, Center for Statistics and the Social Sciences
 University of Washington, Box 354320	 Phone: (206) 543-4505
 Seattle, WA 98195-4320.		 FAX:   (206) 221-6873
 Web: www.stat.washington.edu/raftery;   www.csss.washington.edu

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