MSwM

swMATH19405CRANMSwMMaRDI QIDQ31232FDOQ31232

Fitting Markov Switching Models

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

This page was built for software: MSwM