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.
|Date of publication||2017-12-05 06:07:32 UTC|
|Maintainer||Valerie Monbet <[email protected]>|
|Package repository||View on CRAN|
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