Files in MSTest

Hypothesis Testing for Markov Switching Models

NEWS.md README.md R/RcppExports.R R/models.R R/methods.R R/htest_LRTest.R R/htest_MomentTest.R R/htest_HLRTest.R R/data.R R/roxyrcppexp.R R/htest_CHPTest.R R/helperfuncs.R inst/examples/MSARmdl_examples.R inst/examples/Nmdl_examples.R inst/examples/HMmdl_examples.R inst/examples/LMCLRTest_examples.R inst/examples/HLRTest_examples.R inst/examples/simuMSVAR_examples.R inst/examples/CHPTest_examples.R inst/examples/DLMCTest_examples.R inst/examples/MSVARmdl_examples.R inst/examples/simuMSAR_examples.R inst/examples/simuHMM_examples.R inst/examples/simuNorm_examples.R inst/examples/simuVAR_examples.R inst/examples/MMCLRTest_examples.R inst/examples/simuAR_examples.R inst/examples/DLMMCTest_examples.R inst/examples/ARmdl_examples.R inst/examples/VARmdl_examples.R man/logLike_VARmdl.Rd man/ExpectationM_MSVARXmdl.Rd man/simuMSVAR.Rd man/predict.MSARmdl.Rd man/logLike_MSARXmdl.Rd man/EMaximization_MSARXmdl.Rd man/approx_dist_loop.Rd man/print.MSARmdl.Rd man/EMiter_MSVARXmdl.Rd man/summary.MSVARmdl.Rd man/simuHMM_cpp.Rd man/hamilton84GNP.Rd man/simuNorm.Rd man/CHPbootCV.Rd man/simuARX.Rd man/AIC.MSARmdl.Rd man/ARmdl.Rd man/fitted.Nmdl.Rd man/ExpectationM_MSVARmdl.Rd man/BIC.Nmdl.Rd man/plot.simuVAR.Rd man/logLik.MSVARmdl.Rd man/EMiter_MSARXmdl.Rd man/EMiter_MSARmdl.Rd man/residuals.ARmdl.Rd man/logLike_MSARmdl.Rd man/randP.Rd man/USRGDP.Rd man/print.BootLRTest.Rd man/simuAR_cpp.Rd man/HMmdl_mle.Rd man/residuals.MSARmdl.Rd man/HMmdl_em.Rd man/plot.simuNorm.Rd man/ts_lagged.Rd man/BIC.VARmdl.Rd man/argrid_MSARmdl.Rd man/initVals_MSARXmdl.Rd man/fitted.MSVARmdl.Rd man/simuVAR.Rd man/initVals_HMmdl.Rd man/plot.ARmdl.Rd man/ExpectationM_HMmdl.Rd man/simuMSVARX_cpp.Rd man/companionMat.Rd man/plot.MSARmdl.Rd man/MCpval.Rd man/summary.BootLRTest.Rd man/HLRparamSearch.Rd man/coef.HMmdl.Rd man/simuMdl.Rd man/nobs.MSVARmdl.Rd man/plot.VARmdl.Rd man/plot.simuMSVAR.Rd man/MMC_bounds.Rd man/MSARXmdl.Rd man/argrid_MSVARmdl.Rd man/VARXmdl.Rd man/coef.Nmdl.Rd man/simuMSARX_cpp.Rd man/print.CHPTest.Rd man/plot.simuAR.Rd man/summary.ARmdl.Rd man/plot.MSVARmdl.Rd man/initVals_MSVARmdl.Rd man/coef.VARmdl.Rd man/nobs.VARmdl.Rd man/residuals.Nmdl.Rd man/plot.simuMSAR.Rd man/combine_stat.Rd man/EMaximization_HMmdl.Rd man/EMaximization_MSARmdl.Rd man/calc_DLmoments.Rd man/fitted.ARmdl.Rd man/dmclike.Rd man/predict.HMmdl.Rd man/simuMSVARX.Rd man/arP.Rd man/AIC.HMmdl.Rd man/getHessian.MSARmdl.Rd man/logLike_MSARXmdl_min.Rd man/MMCLRTest.Rd man/Nmdl.Rd man/randSN.Rd man/ExpectationM_MSARmdl.Rd man/getHessian.ARmdl.Rd man/summary.DLMCTest.Rd man/summary.MSARmdl.Rd man/USGNP.Rd man/logLike_HMmdl_min.Rd man/fitted.MSARmdl.Rd man/clike.Rd man/covar_unvech.Rd man/logLike_ARmdl.Rd man/marklike.Rd man/DLMMCpval_fun.Rd man/simuAR.Rd man/chp10GNP.Rd man/print.HLRTest.Rd man/fitted.VARmdl.Rd man/logLike_VARXmdl.Rd man/ExpectationM_MSARXmdl.Rd man/MSARmdl.Rd man/print.HMmdl.Rd man/nobs.MSARmdl.Rd man/getHessian.MSVARmdl.Rd man/logLike_MSVARmdl_min.Rd man/EMiter_HMmdl.Rd man/logLik.MSARmdl.Rd man/getHessian.Nmdl.Rd man/paramList_MSVARmdl.Rd man/paramList_MSARmdl.Rd man/plot.simuMSARX.Rd man/MSARmdl_em.Rd man/calcResid_MSVARXmdl.Rd man/coef.MSVARmdl.Rd man/DLMMCTest.Rd man/summary.LMCLRTest.Rd man/residuals.HMmdl.Rd man/HLRTest.Rd man/MSVARmdl_em.Rd man/print.MSVARmdl.Rd man/print.DLMMCTest.Rd man/print.LMCLRTest.Rd man/summary.HLRTest.Rd man/print.ARmdl.Rd man/calcResid_MSARXmdl.Rd man/print.Nmdl.Rd man/LR_samp_dist.Rd man/simuNorm_cpp.Rd man/plot.Hmmdl.Rd man/interMSVARmdl.Rd man/predict.ARmdl.Rd man/AIC.ARmdl.Rd man/summary.VARmdl.Rd man/coef.MSARmdl.Rd man/MSARmdl_mle.Rd man/LMCLRTest.Rd man/BIC.HMmdl.Rd man/nobs.Nmdl.Rd man/BIC.ARmdl.Rd man/nobs.ARmdl.Rd man/simuVAR_cpp.Rd man/summary.DLMMCTest.Rd man/getHessian.VARmdl.Rd man/AIC.VARmdl.Rd man/MSTest-package.Rd man/CHPTest.Rd man/mclike.Rd man/nobs.HMmdl.Rd man/EMiter_MSVARmdl.Rd man/DLMMCpval_fun_min.Rd man/AIC.MSVARmdl.Rd man/initVals_MSARmdl.Rd man/simuVARX_cpp.Rd man/limP.Rd man/print.MMCLRTest.Rd man/getHessian.HMmdl.Rd man/plot.Nmdl.Rd man/plot.simuMSVARX.Rd man/sim_DLmoments.Rd man/ARXmdl.Rd man/predict.Nmdl.Rd man/predict.MSVARmdl.Rd man/summary.HMmdl.Rd man/MSVARmdl.Rd man/residuals.VARmdl.Rd man/getHessian.Rd man/chpStat.Rd man/coef.ARmdl.Rd man/MMCLRpval_fun_min.Rd man/plot.simuHMM.Rd man/BIC.MSVARmdl.Rd man/EMaximization_MSVARXmdl.Rd man/logLik.ARmdl.Rd man/print.VARmdl.Rd man/approxDistDL.Rd man/summary.Nmdl.Rd man/simuMSAR_cpp.Rd man/MSVARXmdl_em.Rd man/cov2corr.Rd man/calc_mu2t.Rd man/logLik.Nmdl.Rd man/MMCLRpval_fun.Rd man/interMSARmdl.Rd man/logLike_MSVARXmdl.Rd man/simuMSARX.Rd man/logLike_HMmdl.Rd man/MSVARmdl_mle.Rd man/compu_tstat.Rd man/VARmdl.Rd man/predict.VARmdl.Rd man/print.DLMCTest.Rd man/MSARXmdl_em.Rd man/logLike_ARXmdl.Rd man/simuMSAR.Rd man/covar_vech.Rd man/summary.MMCLRTest.Rd man/mdledit.Rd man/initVals_MSVARXmdl.Rd man/MSVARXmdl.Rd man/paramList_MSARXmdl.Rd man/calcResid_MSVARmdl.Rd man/HMmdl.Rd man/residuals.MSVARmdl.Rd man/AIC.Nmdl.Rd man/logLik.VARmdl.Rd man/logLike_MSARmdl_min.Rd man/simuMSVAR_cpp.Rd man/fitted.HMmdl.Rd man/BIC.MSARmdl.Rd man/chpDmat.Rd man/simuVARX.Rd man/EMaximization_MSVARmdl.Rd man/DLMMC_bounds.Rd man/logLike_MSVARmdl.Rd man/logLike_MSVARXmdl_min.Rd man/simuARX_cpp.Rd man/summary.CHPTest.Rd man/thetaSE.Rd man/estimMdl.Rd man/logLik.HMmdl.Rd man/plot.simuVARX.Rd man/DLMCTest.Rd man/logLike_Nmdl.Rd man/calc_mu2t_mv.Rd man/paramList_MSVARXmdl.Rd man/plot.simuARX.Rd man/calcResid_MSARmdl.Rd man/LR_samp_dist_par.Rd man/simuHMM.Rd