{
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  "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\nAutoregressive Markov Switching Models for Linear and\nGeneralized Models. Distributions for the series include\ngaussian, Poisson, binomial and gamma cases. The EM algorithm\nis used for estimation (see Perlin (2012)\n<doi:10.2139/ssrn.1714016>).",
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    "intervals",
    "msmFit",
    "msmResid",
    "plot",
    "plotDiag",
    "plotProb",
    "plotReg",
    "summary"
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        "Ibex35",
        "Demand"
      ],
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    },
    {
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      "object": "example",
      "file": "example.csv.gz",
      "class": [
        "data.frame"
      ],
      "fields": [
        "x",
        "y"
      ],
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      "table": true,
      "tojson": true
    },
    {
      "name": "traffic",
      "title": "Traffic Deads in Spain",
      "object": "traffic",
      "file": "traffic.csv.gz",
      "class": [
        "data.frame"
      ],
      "fields": [
        "Date",
        "NDead",
        "Temp",
        "Prec"
      ],
      "rows": 365,
      "table": true,
      "tojson": true
    }
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  "_help": [
    {
      "page": "MSM-package",
      "title": "MSwM package",
      "topics": [
        "MSwM-package",
        "MSwM"
      ]
    },
    {
      "page": "AIC",
      "title": "Akaike Information Criterion for Markov Switching models.",
      "topics": [
        "AIC",
        "AIC,MSM.glm-method",
        "AIC,MSM.lm-method",
        "AIC-methods",
        "AIC.MSM.glm",
        "AIC.MSM.lm"
      ]
    },
    {
      "page": "energy",
      "title": "Price of energy in Spain",
      "topics": [
        "energy"
      ]
    },
    {
      "page": "example",
      "title": "Example data generated",
      "topics": [
        "example"
      ]
    },
    {
      "page": "intervals",
      "title": "Function: Confidence Intervals on Coefficients",
      "topics": [
        "intervals",
        "intervals,MSM.glm-method",
        "intervals,MSM.lm-method",
        "intervals-methods",
        "intervals.MSM.glm",
        "intervals.MSM.lm"
      ]
    },
    {
      "page": "MSM.fitted-class",
      "title": "Class \"MSM.fitted\"",
      "topics": [
        "MSM.fitted-class",
        "[,MSM.fitted,character,missing,missing-method"
      ]
    },
    {
      "page": "MSM.glm-class",
      "title": "Class \"MSM.glm\"",
      "topics": [
        "MSM.glm-class",
        "[,MSM.glm,character,missing,missing-method"
      ]
    },
    {
      "page": "MSM.lm-class",
      "title": "Class \"MSM.lm\"",
      "topics": [
        "MSM.lm-class",
        "[,MSM.lm,character,missing,missing-method"
      ]
    },
    {
      "page": "msmFit",
      "title": "Fitting Markov Switching Models",
      "topics": [
        "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"
      ]
    },
    {
      "page": "msmResid",
      "title": "Extract Markov Switching Model Residuals",
      "topics": [
        "msmResid",
        "msmResid,MSM.glm,ANY-method",
        "msmResid,MSM.glm,missing-method",
        "msmResid,MSM.lm,ANY-method",
        "msmResid,MSM.lm,missing-method",
        "msmResid-methods"
      ]
    },
    {
      "page": "plot",
      "title": "Function: plot for Markov Switching Models",
      "topics": [
        "plot",
        "plot,MSM.linear,missing-method",
        "plot-methods"
      ]
    },
    {
      "page": "plotDiag",
      "title": "Plot Diagnostics for an msm Object",
      "topics": [
        "plotDiag",
        "plotDiag,MSM.linear,ANY-method",
        "plotDiag,MSM.linear,missing,ANY-method",
        "plotDiag,MSM.linear,missing-method",
        "plotDiag-methods"
      ]
    },
    {
      "page": "plotProb",
      "title": "Plot of filtered and smoothed probabilities with regimes specifications.",
      "topics": [
        "plotProb",
        "plotProb,MSM.linear,ANY-method",
        "plotProb,MSM.linear-method",
        "plotProb-methods"
      ]
    },
    {
      "page": "plotReg",
      "title": "Comparative plots of response and explanatory variables with regime specifications.",
      "topics": [
        "plotReg",
        "plotReg,MSM.linear,character-method",
        "plotReg,MSM.linear,missing-method",
        "plotReg-methods"
      ]
    },
    {
      "page": "summary",
      "title": "Function: Summary for Markov Switching Models",
      "topics": [
        "summary",
        "summary,MSM.glm-method",
        "summary,MSM.lm-method",
        "summary-methods"
      ]
    },
    {
      "page": "traffic",
      "title": "Traffic Deads in Spain",
      "topics": [
        "traffic"
      ]
    }
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      "created": "2014-02-05",
      "modified": "2018-07-16 16:40:12",
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