Files in roga11/MSTest
Hypothesis Testing for Markov Switching Models

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.gitignore

CRAN-SUBMISSION

DESCRIPTION

MSTest.Rproj

NAMESPACE

NEWS.md R/RcppExports.R R/data.R R/helperfuncs.R R/htest_CHPTest.R R/htest_HLRTest.R R/htest_LRTest.R R/htest_MomentTest.R R/methods.R R/models.R R/roxyrcppexp.R README.md cran-comments.md data-raw/MSTest_raw_pckg_data.R

data/USGNP.rda

data/USRGDP.rda

data/chp10GNP.rda

data/hamilton84GNP.rda

inst/.DS_Store

inst/extdata/.DS_Store

inst/extdata/CA_GDP_19610401_20230701.csv

inst/extdata/CA_IP_19610401_20231001.csv

inst/extdata/GNP22.csv

inst/extdata/GNP22Q3.csv

inst/extdata/GNP23.csv

inst/extdata/GNP82.DAT

inst/extdata/GNPC96.txt

inst/extdata/GR_GDP_19700401_20230701.csv

inst/extdata/GR_IP_19580401_20240101.csv

inst/extdata/UK_GDP_19600401_20230701.csv

inst/extdata/UK_IP_19480401_20240101.csv

inst/extdata/US_GDP_19600401_20230701.csv

inst/extdata/US_GNP_19470401_20240401.csv

inst/extdata/US_IP_19190401_20240101.csv

inst/extdata/US_RGDP_19470401_20240401.csv

man/AIC.ARmdl.Rd man/AIC.HMmdl.Rd man/AIC.MSARmdl.Rd man/AIC.MSVARmdl.Rd man/AIC.Nmdl.Rd man/AIC.VARmdl.Rd man/ARXmdl.Rd man/ARmdl.Rd man/BIC.ARmdl.Rd man/BIC.HMmdl.Rd man/BIC.MSARmdl.Rd man/BIC.MSVARmdl.Rd man/BIC.Nmdl.Rd man/BIC.VARmdl.Rd man/CHPbootCV.Rd man/CHPtest.Rd man/DLMCtest.Rd man/DLMMC_bounds.Rd man/DLMMCpval_fun.Rd man/DLMMCpval_fun_min.Rd man/DLMMCtest.Rd man/EMaximization_HMmdl.Rd man/EMaximization_MSARXmdl.Rd man/EMaximization_MSARmdl.Rd man/EMaximization_MSVARXmdl.Rd man/EMaximization_MSVARmdl.Rd man/EMiter_HMmdl.Rd man/EMiter_MSARXmdl.Rd man/EMiter_MSARmdl.Rd man/EMiter_MSVARXmdl.Rd man/EMiter_MSVARmdl.Rd man/ExpectationM_HMmdl.Rd man/ExpectationM_MSARXmdl.Rd man/ExpectationM_MSARmdl.Rd man/ExpectationM_MSVARXmdl.Rd man/ExpectationM_MSVARmdl.Rd man/HLRTest.Rd man/HLRparamSearch.Rd man/HMmdl.Rd man/HMmdl_em.Rd man/HMmdl_mle.Rd man/LMCLRTest.Rd man/LR_samp_dist.Rd man/LR_samp_dist_par.Rd man/MCpval.Rd man/MMCLRTest.Rd man/MMCLRpval_fun.Rd man/MMCLRpval_fun_min.Rd man/MMC_bounds.Rd man/MSARXmdl.Rd man/MSARXmdl_em.Rd man/MSARmdl.Rd man/MSARmdl_em.Rd man/MSARmdl_mle.Rd man/MSTest-package.Rd man/MSVARXmdl.Rd man/MSVARXmdl_em.Rd man/MSVARmdl.Rd man/MSVARmdl_EM.Rd man/MSVARmdl_mle.Rd man/Nmdl.Rd man/USGNP.Rd man/USRGDP.Rd man/VARXmdl.Rd man/VARmdl.Rd man/approxDistDL.Rd man/approx_dist_loop.Rd man/arP.Rd man/argrid_MSARmdl.Rd man/argrid_MSVARmdl.Rd man/calcResid_MSARXmdl.Rd man/calcResid_MSARmdl.Rd man/calcResid_MSVARXmdl.Rd man/calcResid_MSVARmdl.Rd man/calc_DLmoments.Rd man/calc_mu2t.Rd man/calc_mu2t_mv.Rd man/chp10GNP.Rd man/chpDmat.Rd man/chpStat.Rd man/clike.Rd man/coef.ARmdl.Rd man/coef.HMmdl.Rd man/coef.MSARmdl.Rd man/coef.MSVARmdl.Rd man/coef.Nmdl.Rd man/coef.VARmdl.Rd man/combine_stat.Rd man/companionMat.Rd man/compu_tstat.Rd man/cov2corr.Rd man/covar_unvech.Rd man/covar_vech.Rd man/dmclike.Rd man/estimMdl.Rd man/fitted.ARmdl.Rd man/fitted.HMmdl.Rd man/fitted.MSARmdl.Rd man/fitted.MSVARmdl.Rd man/fitted.Nmdl.Rd man/fitted.VARmdl.Rd man/getHessian.ARmdl.Rd man/getHessian.HMmdl.Rd man/getHessian.MSARmdl.Rd man/getHessian.MSVARmdl.Rd man/getHessian.Nmdl.Rd man/getHessian.Rd man/getHessian.VARmdl.Rd man/hamilton84GNP.Rd man/initVals_HMmdl.Rd man/initVals_MSARXmdl.Rd man/initVals_MSARmdl.Rd man/initVals_MSVARXmdl.Rd man/initVals_MSVARmdl.Rd man/interMSARmdl.Rd man/interMSVARmdl.Rd man/limP.Rd man/logLik.ARmdl.Rd man/logLik.HMmdl.Rd man/logLik.MSARmdl.Rd man/logLik.MSVARmdl.Rd man/logLik.Nmdl.Rd man/logLik.VARmdl.Rd man/logLike_ARXmdl.Rd man/logLike_ARmdl.Rd man/logLike_HMmdl.Rd man/logLike_HMmdl_min.Rd man/logLike_MSARXmdl.Rd man/logLike_MSARXmdl_min.Rd man/logLike_MSARmdl.Rd man/logLike_MSARmdl_min.Rd man/logLike_MSVARXmdl.Rd man/logLike_MSVARXmdl_min.Rd man/logLike_MSVARmdl.Rd man/logLike_MSVARmdl_min.Rd man/logLike_Nmdl.Rd man/logLike_VARXmdl.Rd man/logLike_VARmdl.Rd man/marklike.Rd man/mclike.Rd man/mdledit.Rd man/nobs.ARmdl.Rd man/nobs.HMmdl.Rd man/nobs.MSARmdl.Rd man/nobs.MSVARmdl.Rd man/nobs.Nmdl.Rd man/nobs.VARmdl.Rd man/paramList_MSARXmdl.Rd man/paramList_MSARmdl.Rd man/paramList_MSVARXmdl.Rd man/paramList_MSVARmdl.Rd man/plot.ARmdl.Rd man/plot.Hmmdl.Rd man/plot.MSARmdl.Rd man/plot.MSVARmdl.Rd man/plot.Nmdl.Rd man/plot.VARmdl.Rd man/plot.simuAR.Rd man/plot.simuARX.Rd man/plot.simuHMM.Rd man/plot.simuMSAR.Rd man/plot.simuMSARX.Rd man/plot.simuMSVAR.Rd man/plot.simuMSVARX.Rd man/plot.simuNorm.Rd man/plot.simuVAR.Rd man/plot.simuVARX.Rd man/predict.ARmdl.Rd man/predict.HMmdl.Rd man/predict.MSARmdl.Rd man/predict.MSVARmdl.Rd man/predict.Nmdl.Rd man/predict.VARmdl.Rd man/print.ARmdl.Rd man/print.BootLRTest.Rd man/print.CHPTest.Rd man/print.DLMCTest.Rd man/print.DLMMCTest.Rd man/print.HLRTest.Rd man/print.HMmdl.Rd man/print.LMCLRTest.Rd man/print.MMCLRTest.Rd man/print.MSARmdl.Rd man/print.MSVARmdl.Rd man/print.Nmdl.Rd man/print.VARmdl.Rd man/randP.Rd man/randSN.Rd man/residuals.ARmdl.Rd man/residuals.HMmdl.Rd man/residuals.MSARmdl.Rd man/residuals.MSVARmdl.Rd man/residuals.Nmdl.Rd man/residuals.VARmdl.Rd man/sim_DLmoments.Rd man/simuAR.Rd man/simuARX.Rd man/simuARX_cpp.Rd man/simuAR_cpp.Rd man/simuHMM.Rd man/simuHMM_cpp.Rd man/simuMSAR.Rd man/simuMSARX.Rd man/simuMSARX_cpp.Rd man/simuMSAR_cpp.Rd man/simuMSVAR.Rd man/simuMSVARX.Rd man/simuMSVARX_cpp.Rd man/simuMSVAR_cpp.Rd man/simuMdl.Rd man/simuNorm.Rd man/simuNorm_cpp.Rd man/simuVAR.Rd man/simuVARX.Rd man/simuVARX_cpp.Rd man/simuVAR_cpp.Rd man/summary.ARmdl.Rd man/summary.BootLRTest.Rd man/summary.CHPTest.Rd man/summary.DLMCTest.Rd man/summary.DLMMCTest.Rd man/summary.HLRTest.Rd man/summary.HMmdl.Rd man/summary.LMCLRTest.Rd man/summary.MMCLRTest.Rd man/summary.MSARmdl.Rd man/summary.MSVARmdl.Rd man/summary.Nmdl.Rd man/summary.VARmdl.Rd man/thetaSE.Rd man/ts_lagged.Rd

src/.DS_Store

src/Makevars

src/Makevars.win

src/RcppExports.cpp

src/htest_CHPTest.cpp

src/htest_LRTest.cpp

src/htest_MomentTests.cpp

src/methods.cpp

src/methods.h

roga11/MSTest documentation built on Feb. 25, 2025, 6:10 p.m.

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roga11/MSTest
Hypothesis Testing for Markov Switching Models

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Hypothesis Testing for Markov Switching Models

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Hypothesis Testing for Markov Switching Models

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Hypothesis Testing for Markov Switching Models