MSwM

Fitting Markov Switching Models

Estimation, inference and diagnostics for Univariate Autoregressive Markov Switching Models for Linear and Generalized Models. Distributions for the series include gaussian, Poisson, binomial and gamma cases. The EM algorithm is used for estimation.

Total

29,147

Last month

853

Last week

306

Average per day

28

Daily downloads

Total downloads

Description file content

Package
MSwM
Type
Package
Title
Fitting Markov Switching Models
Version
1.3
Date
2018-05-31
Author
Josep A. Sanchez-Espigares, Alberto Lopez-Moreno
Maintainer
Josep A. Sanchez-Espigares
Description
Estimation, inference and diagnostics for Univariate Autoregressive Markov Switching Models for Linear and Generalized Models. Distributions for the series include gaussian, Poisson, binomial and gamma cases. The EM algorithm is used for estimation.
License
GPL (>= 2.0)
Depends
methods, nlme, graphics, parallel
NeedsCompilation
no
Packaged
2018-06-12 10:17:01 UTC; josepa
Repository
CRAN
Date/Publication
2018-06-12 13:34:00 UTC

install.packages('MSwM')

1.3

7 days ago

Josep A. Sanchez-Espigares

GPL (>= 2.0)

Depends on

methods, nlme, graphics, parallel

Discussions