Man pages for NHMSAR
Non-Homogeneous Markov Switching Autoregressive Models
| Cond.prob.MSAR | Conditional probabilities for (non) homogeneous MSAR models |
| cor.MSAR | Empirical correlation functions comparison . |
| cross.cor.MSAR | empirical cross-correlation for multivariate MSAR time series |
| emisprob.MSAR.VM | Emission probabilities for von Mises MSAR |
| ENu_graph | Plots empirical expected number of upcrossings of level u... |
| Estep.MSAR | Estep of the EM algorithm for fitting (non) homogeneous... |
| Estep.MSAR.VM | Estep of the EM algorithm for fitting von Mises (non)... |
| fit.MSAR | Fit (non) homogeneous Markov switching autoregressive models |
| fit.MSAR.VM | Fit von Mises (non) homogeneous Markov switching... |
| forecast.prob.MSAR | Forecast probabilities for (non) homogeneous MSAR models |
| forwards_backwards | Forward Backward for homogeneous MSAR models |
| init.theta.MSAR | Initialisation function for MSAR model fitting |
| init.theta.MSAR.VM | Initialisation function for von Mises MSAR model fitting |
| log_dens_Von_Mises | von Mises log likelihood. |
| MeanDurOver | Mean Duration of sojourn over a treshold |
| MeanDurUnder | Mean Duration of sojourn under a treshold |
| meteo.data | Meteorological at Brest (France) for January month from 1973... |
| Mstep.classif | fit an AR model for each class of C |
| Mstep.hh.lasso.MSAR | M step of the EM algorithm for fitting homogeneous... |
| Mstep.hh.MSAR | M step of the EM algorithm for fitting homogeneous Markov... |
| Mstep.hh.MSAR.VM | M step of the EM algorithm for fitting von Mises Markov... |
| Mstep.hh.MSAR.with.constraints | M step of the EM algorithm for fitting homogeneous... |
| Mstep.hh.reduct.MSAR | M step of the EM algorithm for fitting homogeneous Markov... |
| Mstep.hh.ridge.MSAR | M step of the EM algorithm for fitting homogeneous... |
| Mstep.hh.SCAD.cw.MSAR | M step of the EM algorithm for fitting homogeneous... |
| Mstep.hh.SCAD.MSAR | M step of the EM algorithm for fitting homogeneous... |
| Mstep.hn.MSAR | M step of the EM algorithm for fitting Markov switching... |
| Mstep.nh.MSAR | M step of the EM algorithm. |
| Mstep.nh.MSAR.VM | M step of the EM algorithm for von Mises MSAR models |
| Mstep.nn.MSAR | M step of the EM algorithm. |
| nhforwards_backwards | Forward Backward for MSAR models with non homogeneous... |
| NH-MSAR-package | (Non) Homogeneous Markov switching autoregressive model |
| PibDetteDemoc | Annual GDP and Debt data 1970-2010 |
| prediction.MSAR | One step ahead predict for (non) homogeneous MSAR models |
| regimes.plot.MSAR | Plot MSAR time series with regimes |
| simule_MC | Simulates Markov chain of length T |
| simule.nh.MSAR | Simulation of (non) homogeneous Markov Stiwtching... |
| simule.nh.MSAR.VM | Simulation of (non) homogeneous Markov Stiwtching... |
| test.model.MSAR | Performs bootstrap statistical tests to validate MSAR models. |
| test.model.vect.MSAR | Performs bootstrap statistical tests on covariance to... |
| valid_all.MSAR | Statistics plotting for validation of MSAR models |
| viterbi_path | Viterbi path homogeneous MSAR models |
| Wind | Winter wind data at 18 locations offshore of France |
| WindDir | January wind direction at Ouessant |
