MSM.fit: Fitting Univariate Autoregressive Markov Switching Models
In ConvFuncTimeSeries/test_t: Nonlinear time series analysis

Fit autoregressive Markov switching models to a univariate time series using the package MSwM.

1	MSM.fit(y, p, nregime = 2, include.mean = T, sw = NULL)

`y`	a time series.
`p`	AR order.
`nregime`	the number of regimes.
`include.mean`	a logical value for including constant terms.
`sw`	logical values for whether coefficients are switching. The length of `sw` has to be equal to the number of coefficients in the model plus include.mean.