opendoor-labs/MarkovSwitchingDCF: Markov Switching Dynamic Common Factor Model using the Kim filter (Hamilton + Kalman filters)
Markov switching mean dynamic common factor model.
Getting started
Browse package contents
Package details |
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| Author | Alex Hubbard |
| Maintainer | Alex Hubbard <alex.hubbard@opendoor.com> |
| License | GPL (>= 2) |
| Version | 1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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