MSGARCH (0.17)

Markov-Switching GARCH Models.

The MSGARCH package offers methods to fit (by Maximum Likelihood or Bayesian), simulate, and forecast various Markov-Switching GARCH processes.

Maintainer: Keven Bluteau
Author(s): Keven Bluteau [aut, cre], David Ardia [aut], Denis-Alexandre Trottier [aut], Kris Boudt [ctb], Brian Peterson [ctb]

License: GPL (>= 2)

Uses: adaptMCMC, DEoptim, dfoptim, expm, fanplot, ggplot2, nloptr, Rcpp, reshape2, stringr, zoo

Released over 2 years ago.