Implementation of hypothesis testing procedures described in Hansen (1992) <doi:10.1002/jae.3950070506>, Carrasco, Hu, & Ploberger (2014) <doi:10.3982/ECTA8609>, Dufour & Luger (2017) <doi:10.1080/07474938.2017.1307548>, and Rodriguez Rondon & Dufour (2024) <https://grodriguezrondon.com/files/RodriguezRondon_Dufour_2024_MonteCarlo_LikelihoodRatioTest_MarkovSwitchingModels_20241015.pdf> that can be used to identify the number of regimes in Markov switching models.
Version: 0.1.5 Depends: R (≥ 4.0.0) Imports: stats, rlang, nloptr, Rcpp (≥ 1.0.1), numDeriv, pracma, foreach, GenSA, pso, GA, graphics LinkingTo: Rcpp, RcppArmadillo Published: 2025-02-24 DOI: 10.32614/CRAN.package.MSTest Author: Gabriel Rodriguez Rondon [cre, aut], Jean-Marie Dufour [aut] Maintainer: Gabriel Rodriguez Rondon <gabriel.rodriguezrondon at mail.mcgill.ca> BugReports: https://github.com/roga11/MSTest/issues License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] URL: https://github.com/roga11/MSTest NeedsCompilation: yes SystemRequirements: C++17 Materials: README NEWS CRAN checks: MSTest results Documentation: Downloads: Linking:Please use the canonical form https://CRAN.R-project.org/package=MSTest to link to this page.
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