MSwM: Fitting Markov Switching Models
Version 1.2

Univariate Autoregressive Markov Switching Models for Linear and Generalized Models

Browse man pages Browse package API and functions Browse package files

AuthorJosep A. Sanchez-Espigares, Alberto Lopez-Moreno
Date of publication2014-02-24 19:07:33
MaintainerJosep A. Sanchez-Espigares <josep.a.sanchez@upc.edu>
LicenseGPL (>= 2.0)
Version1.2
Package repositoryView on CRAN
InstallationInstall the latest version of this package by entering the following in R:
install.packages("MSwM")

Man pages

AIC: Akaike Information Criterion for Markov Switching models.
energy: Price of energy in Spain
example: Example data generated
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
traffic: Traffic Deads in Spain

Functions

AIC Man page
AIC,MSM.glm-method Man page
AIC,MSM.lm-method Man page
AIC-methods Man page
AIC.MSM.glm Man page Source code
AIC.MSM.lm Man page Source code
MSM-class Man page
MSM.em Source code
MSM.fitted-class Man page
MSM.formula.msmFit Source code
MSM.glm-class Man page
MSM.glm.hessian Source code
MSM.glm.larg.msmResid Source code
MSM.glm.maximEM Source code
MSM.glm.msmFilter Source code
MSM.glm.msmFit Source code
MSM.glm.show Source code
MSM.glm.sma.msmResid Source code
MSM.glm.summary Source code
MSM.larg.plotDiag Source code Source code
MSM.larg.plotReg Source code
MSM.linear-class Man page
MSM.linear.iteraEM Source code
MSM.lm-class Man page
MSM.lm.hessian Source code
MSM.lm.larg.msmResid Source code
MSM.lm.maximEM Source code
MSM.lm.msmFilter Source code
MSM.lm.msmFit Source code
MSM.lm.show Source code
MSM.lm.sma.msmResid Source code
MSM.lm.summary Source code
MSM.msmSmooth Source code
MSM.plot Source code
MSM.plotProb Source code
MSM.sma.plotReg Source code
MSwM Man page
MSwM-package Man page
[,MSM-method Man page
[,MSM.fitted,character,missing,missing-method Man page
[,MSM.glm,character,missing,missing-method Man page
[,MSM.linear-method Man page
[,MSM.lm,character,missing,missing-method Man page
em Man page
em,MSM.linear-method Man page
energy Man page
example Man page
filter,MSM.linear-method Man page
fopt.glm Source code
fopt.lm Source code
intervals Man page
intervals,MSM.glm-method Man page
intervals,MSM.lm-method Man page
intervals-methods Man page
intervals.MSM.glm Man page Source code
intervals.MSM.lm Man page Source code
logit Source code
logitinv Source code
msmControl Source code
msmFit Man page
msmFit,formula,numeric,logical,ANY,data.frame,ANY-method Man page
msmFit,glm,numeric,logical,ANY,missing,ANY-method Man page
msmFit,lm,numeric,logical,ANY,missing,missing-method Man page
msmFit-methods Man page
msmResid Man page
msmResid,MSM.glm,ANY-method Man page
msmResid,MSM.glm,missing-method Man page
msmResid,MSM.lm,ANY-method Man page
msmResid,MSM.lm,missing-method Man page
msmResid-methods Man page
plot Man page
plot,MSM.linear,missing-method Man page
plot-methods Man page
plotDiag Man page
plotDiag,MSM.linear,ANY-method Man page
plotDiag,MSM.linear,missing,ANY-method Man page
plotDiag,MSM.linear,missing-method Man page
plotDiag-methods Man page
plotProb Man page
plotProb,MSM.linear,ANY-method Man page
plotProb,MSM.linear-method Man page
plotProb-methods Man page
plotReg Man page
plotReg,MSM.linear,character-method Man page
plotReg,MSM.linear,missing-method Man page
plotReg-methods Man page
smooth,MSM.linear-method Man page
summary Man page
summary,MSM.glm-method Man page
summary,MSM.lm-method Man page
summary-methods Man page
traffic Man page
validMSM Source code
validMSM.glm Source code
validMSM.linear Source code
validMSM.lm Source code

Files

inst
inst/doc
inst/doc/examples.rnw
inst/doc/examples.pdf
inst/doc/examples.R
NAMESPACE
data
data/energy.csv.gz
data/traffic.csv.gz
data/example.csv.gz
R
R/2MSM.r
R/1global.r
vignettes
vignettes/examples.rnw
MD5
build
build/vignette.rds
DESCRIPTION
man
man/AIC.Rd
man/energy.rd
man/MSM.fitted-class.Rd
man/MSM-internal.Rd
man/example.rd
man/plotProb.Rd
man/msmFit.Rd
man/plotDiag.Rd
man/MSM.lm-class.Rd
man/MSM.glm-class.Rd
man/plotReg.Rd
man/msmResid.Rd
man/traffic.rd
man/intervals.Rd
man/MSM-package.Rd
man/plot.Rd
man/summary.Rd
MSwM documentation built on May 20, 2017, 1:40 a.m.