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Calibration, simulation, validation of (non)homogeneous Markov switching autoregressive models with Gaussian or von Mises innovations. Penalization methods are implemented for Markov Switching Vector Autoregressive Models of order 1 only. Most functions of the package handle missing values.
Package details 


Author  Valerie Monbet 
Date of publication  20171205 06:07:32 UTC 
Maintainer  Valerie Monbet <[email protected]> 
License  GPL 
Version  1.7 
Package repository  View on CRAN 
Installation 
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