MSwM: Fitting Markov Switching Models

Estimation, inference and diagnostics for Univariate Autoregressive Markov Switching Models for Linear and Generalized Models. Distributions for the series include gaussian, Poisson, binomial and gamma cases. The EM algorithm is used for estimation.

Version: 1.3
Depends: methods, nlme, graphics, parallel
Published: 2018-06-12
Author: Josep A. Sanchez-Espigares, Alberto Lopez-Moreno
Maintainer: Josep A. Sanchez-Espigares <josep.a.sanchez at upc.edu>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)]
NeedsCompilation: no
In views: TimeSeries
CRAN checks: MSwM results

Downloads:

Reference manual: MSwM.pdf
Vignettes: example
Package source: MSwM_1.3.tar.gz
Windows binaries: r-devel: MSwM_1.3.zip, r-release: MSwM_1.3.zip, r-oldrel: MSwM_1.3.zip
OS X binaries: r-release: MSwM_1.3.tgz, r-oldrel: MSwM_1.2.tgz
Old sources: MSwM archive

Reverse dependencies:

Reverse imports: fDMA
Reverse suggests: ggfortify

Linking:

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