MSGARCH (0.17.7)

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

License: GPL (>= 2)

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

Released over 2 years ago.