Package: MSwM
Type: Package
Title: Fitting Markov Switching Models
Version: 1.5
Date: 2021-06-05
Author: Josep A. Sanchez-Espigares, Alberto Lopez-Moreno
Maintainer: Josep A. Sanchez-Espigares <josep.a.sanchez@upc.edu>
Description: 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 (see Perlin (2012) <doi:10.2139/ssrn.1714016>).
License: GPL (>= 2.0)
Depends: methods, graphics, parallel
Imports: nlme
NeedsCompilation: no
Packaged: 2021-06-05 18:08:13 UTC; josep
RoxygenNote: 6.0.1
Repository: CRAN
Date/Publication: 2021-06-06 10:20:02 UTC
Built: R 4.6.0; ; 2026-04-25 14:16:52 UTC; unix
