Files in chiyahn/rMSWITCH

R package for Markov-regime switching models

.Rbuildignore

.gitignore

DESCRIPTION

NAMESPACE

R/ClassDefinitions.R R/EstimateMSAR.R R/GenerateSample.R R/GenerateSamplesStationary.R R/MLECPPWrappers.R R/MLELongStep.R R/MLENonswitchingAR_EM_R.R R/MLEShortStep.R R/RcppExports.R R/TestMSAR.R R/Utilities.R README.md examples/ClementsKrolzig98/ClementsKrolzig98.R

examples/ClementsKrolzig98/realgdp.csv

examples/ComparisonWithMSwM_MSI.R examples/ComparisonWithMSwM_MSIA.R examples/ComparisonWithMSwM_MSIAH.R examples/ComparisonWithMSwM_MSIH.R

examples/interestRates.csv

rMSWITCH.Rproj

rMSWITCHGit.Rproj

src/EMcppARMSI.cpp

src/EMcppARMSIA.cpp

src/EMcppARMSIAH.cpp

src/EMcppARMSIH.cpp

src/EMcppARMSIHPenalized.cpp

src/EMcppARMSIHQuZhuo.cpp

src/EMcppARMSIQuZhuo.cpp

src/EMcppARMSM.cpp

src/EMcppARMSMAH.cpp

src/EMcppARMSMH.cpp

src/LikelihoodMSIAR.cpp

src/LikelihoodMSMAR.cpp

src/LikelihoodsMSIAR.cpp

src/LikelihoodsMSMAR.cpp

src/Makevars

src/PosteriorProbsMSIAR.cpp

src/PosteriorProbsMSMAR.cpp

src/RcppExports.cpp

src/Smooth.h

src/Theta.cpp

src/Theta.h

src/Utilities.cpp

src/Utilities.h

src/Xi.cpp

src/Xi.h

tests/ConfidenceInterval.R tests/ConfidenceIntervalLength400.R tests/HelperFunctions.R tests/LRTStatisticBootstrap.R tests/MLEIndepCPPIntegration.R tests/MLELongStep.R tests/MSMEstimationNLOPTR.R tests/MSMUtilities.R tests/TestUtilities.R

tests/cppEstimateStates.cpp

tests/cppEtaIndep.cpp

tests/cppFilterIndep.cpp

tests/cppFilterIndepOld.cpp

tests/cppGetMinPerCol

tests/cppGetMinPerCol.cpp

tests/cppMaximizationStepIndep.cpp

tests/cppSmooth.cpp

tests/interestRates.csv

tests/rcpp.R tests/rcppArmadillo.R

tests/rowSumC.cpp

vignettes/1960Q12014Q4.png

vignettes/example.R vignettes/intro-to-rMSWITCH.Rmd

vignettes/introduction.aux

vignettes/introduction.out

vignettes/introduction.pdf

vignettes/introduction.synctex.gz

vignettes/introduction.tex

vignettes/plot01.png

chiyahn/rMSWITCH documentation built on May 13, 2019, 5:27 p.m.