Noémi K. SchuurmanWant to fit a model with regime switching and hysteresis on your intensive longitudinal data? Or simulate from such a model?
Try out hystar, an r-package by Daan de Jong. 
https://cran.r-project.org/web/packages/hystar/index.html
#TimeSeries #hysteresis
#DynamicModelingLab #UtrechtUniversity
hystar: Fit the Hysteretic Threshold Autoregressive Model
Estimate parameters of the hysteretic threshold autoregressive (HysTAR) model, using conditional least squares. In addition, you can generate time series data from the HysTAR model. For details, see Li, Guan, Li and Yu (2015) <<a href="https://doi.org/10.1093%2Fbiomet%2Fasv017" target="_top">doi:10.1093/biomet/asv017</a>>.