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