Files in opendoor-labs/MarkovSwitchingDCF
Markov Switching Dynamic Common Factor Model using the Kim filter (Hamilton + Kalman filters)
.DS_Store
.Rbuildignore
.gitignore
DESCRIPTION
MarkovSwitchingDCF.Rproj
NAMESPACE
R/.DS_Store
R/RcppExports.R
R/package_functions.R
man/.DS_Store
man/MarkovSwitchingDCF-package.Rd
man/SSmodel_ms.Rd
man/data_trans.Rd
man/detect_frequency.Rd
man/ms_dcf_estim.Rd
man/ms_dcf_filter.Rd
man/rcpparma_hello_world.Rd
man/set_constraints.Rd
man/set_priors.Rd
src/.DS_Store
src/Makevars
src/RcppExports.cpp
src/kimfilter.cpp
