chiyahn/rMSWITCH: R package for Markov-regime switching models

A fast and robust R package for estimation and testing for dynamic Markov-regime switching models.

Getting started

Package details

MaintainerChiyoung Ahn <[email protected]>
LicenseGPL (>= 2)
Package repositoryView on GitHub
Installation Install the latest version of this package by entering the following in R:
chiyahn/rMSWITCH documentation built on May 13, 2019, 5:27 p.m.