Man pages for roga11/MSTest_v1
MSTest: An R-package For Testing Markov-Switching Models
| approxDist | Approximate Distribuion |
| approx_dist_loop | Loop for _approxDist_ |
| ARmdl | AR model |
| ARMSmdl | AR MS model |
| bootCV | Bootstrap Critival Values CHP Test |
| calc_mcstat | Calculate combined p-value test statistic |
| calc_mmcpval | Calculate MMC p-value |
| calc_moments | Calculate Moment-based test-statistics |
| calc_mu2t | Calc eq. 2.5 from CHP (2014) where only mean can switch |
| calc_mu2t_mv | Calc eq. 2.5 from CHP (2014) where both mean and variance can... |
| carhuplo10GNP | Carasco 2010 GNP |
| CHPadist | Asymptotic Distribution of Test Statistic |
| chpDmat | Derivative matrix |
| CHPMCtest | CHP Monte Carlo Test |
| chpStat | CHP Test Statistic |
| CHPtest | CHP Test |
| clike | clike |
| combine_stat | Combine p-values |
| DLMCtest | Monte-Carlo Moment-based test for MS AR model This function... |
| DLMMCtest | Maximized Monte-Carlo Moment-based test for MS AR model |
| dmclike | dmclike |
| estARMA | ARMA model |
| glike | glike |
| grid_eval | Evaluate Grid for GridSearch optimization. |
| hamilton84GNP | Hamilton 1984 GNP |
| HLRparamSearch | HLR param search |
| HLRtest | HLR Test |
| kasshi14GDP | Kasaharra 2018 US GDP data |
| LRBoot_ARMS | Likelihood Ratio Parametric Bootstrap |
| LRBoot_simu | LRMC Simulation This function ... |
| LRMC_fn_simu | LRMC simultion based on coefficients This function ... |
| LRMMC_ARMS | LR MMC ARMS |
| LRMMC_ARMS_fn_max | LRMC ARMS maximization function |
| LRMMC_ARMS_fn_min | LRMC ARMMC minimization function |
| LRMMC_opt | LRMMC optimization This function ... |
| marklike | marklike |
| max_fn_min | Minimum p-value maximizing function |
| max_fn_prod | Product of p-value maximizing function |
| mclike | mclike |
| mglike | mglike |
| min_fn_min | Minimum p-value minimizing min function |
| min_fn_prod | Product of p-value minimizing function |
| MSTest-package | MSTest: An R-package For Testing Markov-Switching Models |
| p_val | Calculate MC P-Value |
| sim_moments | Test-statistics from simulated data |
| simuAR | Simulate Auto-Regressive process |
| simuARMS | Simulate Auto-Regressive Markov-Switching process |
