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.
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")
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