Package: MSwM
Type: Package
Title: Fitting Markov Switching Models
Version: 1.5
Date: 2021-06-05
Author: Josep A. Sanchez-Espigares, Alberto Lopez-Moreno
Maintainer: Josep A. Sanchez-Espigares <josep.a.sanchez@upc.edu>
Description: 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>).
License: GPL (>= 2.0)
Depends: methods, graphics, parallel
Imports: nlme
NeedsCompilation: no
Packaged: 2026-10-08 09:55:24 UTC; root
RoxygenNote: 6.0.1
Repository: https://josepasanchez.r-universe.dev
Date/Publication: 2021-06-06 09:20:02 UTC
RemoteUrl: https://github.com/cran/MSwM
RemoteRef: HEAD
RemoteSha: 1b67aa050ae04c55dea9980586905d3bb0262fa7