MSwM

MaRDI QIDQ31232swMATHCRANFDO

Authors Josep A. Sanchez-espigares

Last update 6 June 2021

Copyright license GNU General Public License, version 3.0, GNU General Public License, version 2.0

Software version identifier 1.5

Official website https://cran.r-project.org/web/packages/MSwM/index.html

Source code repository https://github.com/cran/MSwM

Cites work

• MS_Regress - The MATLAB Package for Markov Regime Switching Models

Cited in

(16)

• NTS
• Significance test for linear regression: how to test without \(P\)-values?
• MSBVAR
• depmix
• depmixS4
• RHmm
• ctsem
• roxygen2
• moveHMM
• MS_Regress
• Forecasting in nonlinear univariate time series using penalized splines
• dynr
• momentuHMM
• hmmlearn
• Markov-switching generalized additive models
• Bivariate copula additive models for location, scale and shape

This page was built for software: MSwM