typing 'markov switching' into the R site search box gives 127 results, certainly a few of which on the first page are possibly of interest to you. among them packages MSBVAR and bayesGARCH hth, best, Ingmar
On Sat, Feb 12, 2011 at 12:53 PM, Nanda Mendez <nand...@hotmail.com> wrote: > > I'm looking for Markov switching models, written in R. Does anyone know > about programs? > Thanks, > Nanda > > [[alternative HTML version deleted]] > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide > http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. > [[alternative HTML version deleted]] ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.
