Package: MSwM 1.5
MSwM: Fitting Markov Switching Models
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>).
Authors:
MSwM_1.5.tar.gz
MSwM_1.5.zip(r-4.5)MSwM_1.5.zip(r-4.4)MSwM_1.5.zip(r-4.3)
MSwM_1.5.tgz(r-4.4-any)MSwM_1.5.tgz(r-4.3-any)
MSwM_1.5.tar.gz(r-4.5-noble)MSwM_1.5.tar.gz(r-4.4-noble)
MSwM_1.5.tgz(r-4.4-emscripten)MSwM_1.5.tgz(r-4.3-emscripten)
MSwM.pdf |MSwM.html✨
MSwM/json (API)
| # Install 'MSwM' in R: |
| install.packages('MSwM', repos = c('https://josepasanchez.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 3 years agofrom:1b67aa050a. Checks:OK: 3 NOTE: 4. Indexed: yes.
| Target | Result | Date |
|---|---|---|
| Doc / Vignettes | OK | Aug 22 2024 |
| R-4.5-win | NOTE | Aug 22 2024 |
| R-4.5-linux | NOTE | Aug 22 2024 |
| R-4.4-win | NOTE | Aug 22 2024 |
| R-4.4-mac | NOTE | Aug 22 2024 |
| R-4.3-win | OK | Aug 22 2024 |
| R-4.3-mac | OK | Aug 22 2024 |
Exports:AICintervalsmsmFitmsmResidplotplotDiagplotProbplotRegsummary
Readme and manuals
Help Manual
| Help page | Topics |
|---|---|
| MSwM package | MSwM-package MSwM |
| Akaike Information Criterion for Markov Switching models. | AIC AIC,MSM.glm-method AIC,MSM.lm-method AIC-methods AIC.MSM.glm AIC.MSM.lm |
| Price of energy in Spain | energy |
| Example data generated | example |
| Function: Confidence Intervals on Coefficients | intervals intervals,MSM.glm-method intervals,MSM.lm-method intervals-methods intervals.MSM.glm intervals.MSM.lm |
| Class "MSM.fitted" | MSM.fitted-class [,MSM.fitted,character,missing,missing-method |
| Class "MSM.glm" | MSM.glm-class [,MSM.glm,character,missing,missing-method |
| Class "MSM.lm" | MSM.lm-class [,MSM.lm,character,missing,missing-method |
| Fitting Markov Switching Models | msmFit msmFit,formula,numeric,logical,ANY,data.frame,ANY-method msmFit,glm,numeric,logical,ANY,missing,ANY-method msmFit,lm,numeric,logical,ANY,missing,missing-method msmFit-methods |
| Extract Markov Switching Model Residuals | msmResid msmResid,MSM.glm,ANY-method msmResid,MSM.glm,missing-method msmResid,MSM.lm,ANY-method msmResid,MSM.lm,missing-method msmResid-methods |
| Function: plot for Markov Switching Models | plot plot,MSM.linear,missing-method plot-methods |
| Plot Diagnostics for an msm Object | plotDiag plotDiag,MSM.linear,ANY-method plotDiag,MSM.linear,missing,ANY-method plotDiag,MSM.linear,missing-method plotDiag-methods |
| Plot of filtered and smoothed probabilities with regimes specifications. | plotProb plotProb,MSM.linear,ANY-method plotProb,MSM.linear-method plotProb-methods |
| Comparative plots of response and explanatory variables with regime specifications. | plotReg plotReg,MSM.linear,character-method plotReg,MSM.linear,missing-method plotReg-methods |
| Function: Summary for Markov Switching Models | summary summary,MSM.glm-method summary,MSM.lm-method summary-methods |
| Traffic Deads in Spain | traffic |
