README.md

rMSWITCH

Overview

rMSWITCH is an R package for robust and dynamic estimation of various Markov regime-switching models, for both regime-switching in intercept (MSI) and in mean (MSM) cases. The package is currently under development.

Installing rMSWITCH

Open R console and run the following script.

# install.packages("devtools") # if devtools has not been installed, run this line.
devtools::install_github("chiyahn/rMSWITCH")


chiyahn/rMSWITCHQuZhuo documentation built on May 17, 2019, 12:05 p.m.