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fMarkovSwitching: R Package for Estimation, Simulation and Forecasting of a Univariate Markov Switching Model
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)
Getting started
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Package details |
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| Author | Marcelo Perlin / ICMA - Reading/Uk |
| Maintainer | Marcelo Perlin <marceloperlin@gmail.com> |
| License | GPL (>=2) |
| Version | 1.0 |
| Package repository | View on R-Forge |
| Installation |
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