MSwM: Fitting Markov Switching Models

Share:

Univariate Autoregressive Markov Switching Models for Linear and Generalized Models

Author
Josep A. Sanchez-Espigares, Alberto Lopez-Moreno
Date of publication
2014-02-24 19:07:33
Maintainer
Josep A. Sanchez-Espigares <josep.a.sanchez@upc.edu>
License
GPL (>= 2.0)
Version
1.2

View on CRAN

Man pages

AIC
Akaike Information Criterion for Markov Switching models.
intervals
Function: Confidence Intervals on Coefficients
msmFit
Fitting Markov Switching Models
MSM.fitted-class
Class "MSM.fitted"
MSM.glm-class
Class "MSM.glm"
MSM-internal
Internal msmFit objects and methods
MSM.lm-class
Class "MSM.lm"
MSM-package
MSwM package
msmResid
Extract Markov Switching Model Residuals
plot
Function: plot for Markov Switching Models
plotDiag
Plot Diagnostics for an msm Object
plotProb
Plot of filtered and smoothed probabilities with regimes...
plotReg
Comparative plots of response and explanatory variables with...
summary
Function: Summary for Markov Switching Models

Files in this package

MSwM
MSwM/inst
MSwM/inst/doc
MSwM/inst/doc/examples.rnw
MSwM/inst/doc/examples.pdf
MSwM/inst/doc/examples.R
MSwM/NAMESPACE
MSwM/data
MSwM/data/energy.csv.gz
MSwM/data/traffic.csv.gz
MSwM/data/example.csv.gz
MSwM/R
MSwM/R/2MSM.r
MSwM/R/1global.r
MSwM/vignettes
MSwM/vignettes/examples.rnw
MSwM/MD5
MSwM/build
MSwM/build/vignette.rds
MSwM/DESCRIPTION
MSwM/man
MSwM/man/AIC.Rd
MSwM/man/energy.rd
MSwM/man/MSM.fitted-class.Rd
MSwM/man/MSM-internal.Rd
MSwM/man/example.rd
MSwM/man/plotProb.Rd
MSwM/man/msmFit.Rd
MSwM/man/plotDiag.Rd
MSwM/man/MSM.lm-class.Rd
MSwM/man/MSM.glm-class.Rd
MSwM/man/plotReg.Rd
MSwM/man/msmResid.Rd
MSwM/man/traffic.rd
MSwM/man/intervals.Rd
MSwM/man/MSM-package.Rd
MSwM/man/plot.Rd
MSwM/man/summary.Rd