mskf: Markov Switching Kalman Filter
Version 1.1.3

Fitting a regime switching time series models using mixed Kalman and Hamilton filter.

Package details

AuthorEllen L. Hamaker [aut], Raoul P. P. P. Grasman [aut, cre]
Date of publication2015-09-04 09:16:10
MaintainerRaoul P. P. P. Grasman <[email protected]>
LicenseGPL-2
Version1.1.3
Package repositoryView on R-Forge
Installation Install the latest version of this package by entering the following in R:
install.packages("mskf", repos="http://R-Forge.R-project.org")

Try the mskf package in your browser

Any scripts or data that you put into this service are public.

mskf documentation built on May 31, 2017, 4:56 a.m.