fMarkovSwitching: R Package for Estimation, Simulation and Forecasting of a Univariate Markov Switching Model
Version 1.0

This package provides functions for estimation, simulation and forecasting of a general markov switching regression. The code is flexible enought to handle any number of independents variables, any number of states and any setup for the model iself (see example files)

Package details

AuthorMarcelo Perlin / ICMA - Reading/Uk
Date of publication2014-04-22 13:34:21
MaintainerMarcelo Perlin <[email protected]>
LicenseGPL (>=2)
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("fMarkovSwitching", repos="")

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fMarkovSwitching documentation built on May 31, 2017, 4:25 a.m.