Man pages for opendoor-labs/MarkovSwitchingDCF
Markov Switching Dynamic Common Factor Model using the Kim filter (Hamilton + Kalman filters)
| data_trans | Transform data for estimation |
| detect_frequency | Detect data frequency |
| MarkovSwitchingDCF-package | Markov Switching Dynamic Common Factor Model using the Kim... |
| ms_dcf_estim | Markov switching model estimation by the Kim filter (Hamilton... |
| ms_dcf_filter | Kim filter (Hamilton + Kalman filter) an estimated model from... |
| rcpparma_hello_world | Set of functions in example RcppArmadillo package |
| set_constraints | Set the constraints for estimation |
| set_priors | Set the priors for estimation |
| SSmodel_ms | State space model for markov switching mean Creates a state... |
