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>).
Version: 1.5 Depends: methods, graphics, parallel Imports: nlme Published: 2021-06-06 DOI: 10.32614/CRAN.package.MSwM 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 Documentation: Downloads: Reverse dependencies: Linking:Please use the canonical form https://CRAN.R-project.org/package=MSwM to link to this page.
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