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weatherMRJD: Weather Analysis and Markov Regime Switching Jump Diffusion Models
Provides statistical tools for analyzing weather patterns, temperature anomalies, and climate risk. Implements Markov regime-switching jump diffusion (MRJD) models to capture abrupt shifts, extreme weather events, and structural breaks in environmental time series data. Estimates model parameters using maximum likelihood estimation and offers utility functions for simulating regime-dependent stochastic processes. The regime-switching methodology is based on Hamilton (1989) "Analysis of Time Series Subject to Changes in Regime" <doi:10.2307/1912559>.
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Package details |
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| Author | Okechukwu J. Obulezi [aut, cre] (ORCID: <https://orcid.org/0000-0002-7753-1868>) |
| Maintainer | Okechukwu J. Obulezi <oj.obulezi@unizik.edu.ng> |
| License | MIT + file LICENSE |
| Version | 0.1.1 |
| Package repository | View on CRAN |
| Installation |
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