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)
|Author||Marcelo Perlin / ICMA - Reading/Uk|
|Date of publication||2014-04-22 13:34:21|
|Maintainer||Marcelo Perlin <[email protected]>|
|Package repository||View on R-Forge|
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