API for opendoor-labs/MarkovSwitchingDCF
Markov Switching Dynamic Common Factor Model using the Kim filter (Hamilton + Kalman filters)
| Global functions | |
|---|---|
| MarkovSwitchingDCF | Man page |
| MarkovSwitchingDCF-package | Man page |
| Rginv | Source code |
| SSmodel_ms | Man page Source code |
| data_trans | Man page Source code |
| detect_frequency | Man page Source code |
| gen_inv | Source code |
| kalman_filter | Source code |
| kalman_smoother | Source code |
| kim_filter | Source code |
| kim_smoother | Source code |
| ms_dcf_estim | Man page Source code |
| ms_dcf_filter | Man page Source code |
| rcpparma_bothproducts | Man page |
| rcpparma_hello_world | Man page |
| rcpparma_innerproduct | Man page |
| rcpparma_outerproduct | Man page |
| set_constraints | Man page Source code |
| set_priors | Man page Source code |
| ss_prob | Source code |
