Man pages for fMarkovSwitching
R Package for Estimation, Simulation and Forecasting of a Univariate Markov Switching Model
| dep | Example of dependent/explained Variable for Markov switching... |
| dim.MS_Model | Function to Get the dimension/Size of Markov Switching... |
| fMarkovSwitching-package | Package for Estimation, Simulation and Forecasting of a... |
| indep | Example of independent/explanatory Variable for Markov... |
| MS_Model-class | Definitions for Class "MS_Model" |
| MS_Regress_Fit | Function to Estimate a Markov Switching Regression |
| MS_Regress_For | Function to Forecast a Markov Switching Model in t+1 |
| MS_Regress_Lik | The likelihood function for a General Markov Switching Model |
| MS_Regress_Simul | Function to Simulate a Time Series based on Markov Switching... |
| MS_Simul-class | A Class for the Simulation of a Markov Switching Time Series... |
| plot.MS_Model | Function to Plot the Fitted Processes of a Markov Switching... |
| plot.MS_Simul | Function to Plot a Simulated Markov Switching Process |
| print.MS_Model | Function to Print (output to screen) a Markov Switching Model |
| print.MS_Simul | Function to Print a Markov Switching Simulation Object |
