MSwM: Fitting Markov Switching Models

Univariate Autoregressive Markov Switching Models for Linear and Generalized Models

Version: 1.2
Depends: methods, nlme, graphics, parallel
Published: 2014-02-24
Author: Josep A. Sanchez-Espigares, Alberto Lopez-Moreno
Maintainer: Josep A. Sanchez-Espigares <josep.a.sanchez at>
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2.0)]
NeedsCompilation: no
In views: TimeSeries
CRAN checks: MSwM results


Reference manual: MSwM.pdf
Vignettes: example
Package source: MSwM_1.2.tar.gz
Windows binaries: r-devel:, r-release:, r-oldrel:
OS X El Capitan binaries: r-release: MSwM_1.2.tgz
OS X Mavericks binaries: r-oldrel: MSwM_1.2.tgz
Old sources: MSwM archive

Reverse dependencies:

Reverse imports: fDMA
Reverse suggests: ggfortify


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