MSwM: Fitting Markov Switching Models
Version 1.2

Univariate Autoregressive Markov Switching Models for Linear and Generalized Models

Getting started

Package details

AuthorJosep A. Sanchez-Espigares, Alberto Lopez-Moreno
Date of publication2014-02-24 19:07:33
MaintainerJosep A. Sanchez-Espigares <[email protected]>
LicenseGPL (>= 2.0)
Version1.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("MSwM")

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MSwM documentation built on May 30, 2017, 3:51 a.m.