MSwM (1.2)

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Fitting Markov Switching Models.

http://cran.r-project.org/web/packages/MSwM

Univariate Autoregressive Markov Switching Models for Linear and Generalized Models

Maintainer: Josep A. Sanchez-Espigares
Author(s): Josep A. Sanchez-Espigares, Alberto Lopez-Moreno

License: GPL (>= 2.0)

Uses: nlme
Reverse suggests: ggfortify

Released over 3 years ago.


2 previous versions

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