Fitting Markov Switching Models

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 |

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