Package tsDyn implements a variety of non-linear time series models. To read more about it, look at:
You can install the released version of tsDyn from CRAN with:
install.packages("tsDyn")
Most of the development is hosted under the branch called Dev94. To install that version, use:
library(remotes)
::install_github("MatthieuStigler/tsDyn/tsDyn", ref = "dev") remotes