TVAR in R

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有没有人用R做过TVAR啊！里面的nthresh是怎么确定的啊！求指导

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关键词：tvar VaR 有没有人 RES Nth

nthresh=1: estimation of one threshold model (two regimes) upon a grid of ngridTh values (default to ALL) possible thresholds and delays values.
  
nthresh=2: estimation of two thresholds model (three regimes). Conditional on the threshold found in model where nthresh=1, the second threshold is searched. When both are found, a second grid search is made with 30 values around each threshold.
  
nthresh=3: DOES NOT estimate a 3 thresholds model, but a 2 thresholds model with a whole grid over the thresholds parameters (so is really slow) with a given delay, is there rather to check the consistency of the method nthresh=2.

同学，你懂TVAR么？ 求R程序