Hello, Maybe package tsDyn. It implements SETAR and LSTAR models, among others.
Hope this helps, Rui Barradas Em 06-05-2013 21:28, David Hoppe escreveu:
Hello everyone, I'm new to this mailing list, but i hope this is the right place to post my question. I'm trying to do some time series analysis with state space models in R. So far I used the packages dse and dlm. I was wondering if there is a package, which allows for regime switching state space models. I did a lot of searching, but I couldn't find anything. Thanks for your answers! David ______________________________________________ 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.
______________________________________________ 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.
