[R] Markov-switching VAR estimation and simulation

2012-04-11 Thread mamush bukana
Dear R users, I need to fit and then simulate the fitted 2 state Markov-switching VAR model. My google search shows that there is a package called MSVAR for problems of this kind. But it seems the package is removed from the CRAN repository. May I get a help from someone here please? Thanks Mam

[R] Markov Switching GARCH Package

2011-09-03 Thread Jumlong Vongprasert
Deal All I want to use MSGARCH for my data. What package I will used. Many THanks -- Jumlong Vongprasert Assist, Prof. Institute of Research and Development Ubon Ratchathani Rajabhat University Ubon Ratchathani THAILAND 34000 [[alternative HTML version deleted]]

Re: [R] markov-switching models

2011-02-13 Thread Ingmar Visser
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 wrote: > > I'm looking for Markov switchi

[R] markov-switching models

2011-02-12 Thread Nanda Mendez
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/mail

Re: [R] Markov Switching with TVTP - problems with convergence

2010-10-26 Thread Whit Armstrong
I've looked at the Kim/Nelson gauss code before, and I applaud your effort to convert it to R. I'm happy to have a look at it for you if you are willing to share your example. -Whit On Tue, Oct 26, 2010 at 4:13 AM, Houge wrote: > > Greetings fellow R entusiasts! > > We have some problems conve

[R] Markov Switching with TVTP - problems with convergence

2010-10-26 Thread Houge
Greetings fellow R entusiasts! We have some problems converting a computer routine written initially for Gauss to estimate a Markov Regime Switching analysis with Time Varying Transition Probability. The source code in Gauss is here: http://www.econ.washington.edu/user/cnelson/markov/programs/hmt

[R] Markov Switching

2009-09-22 Thread Angel Spassov
DeaR list, I am looking for a descent implementation of a frequentist estimation of a standard Markov Switching Vector Autoregressive Model. Until now I found the following packages: 1) MSBVAR: It seems that this package estaimates Markov-Switching VAR-model only from a Bayesian point of

[R] markov switching model

2008-04-03 Thread harsu Gie
excuse me, i need your help. introduce my name is harsugi, i have just graduated from my study at Gadjah mada University, Indonesia. I have several Question about using R. 1. I try to solve markov switcing model with R, but i dont know if there any packages discuss about it, can you tell me if