MSM-class

MSM.linear-class

[,MSM-method

[,MSM.linear-method

filter,MSM.linear-method

smooth,MSM.linear-method

em,MSM.linear-method

<p>These are not to be called by the user.
If you have a specific need or for more details on msmFit, feel free to contact the author (who, even if he is very lazy, will be very happy to answer and -why not?- may start a new collaboration.)</p>

internal

MSM-internal

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>).

Josep Sanchez-Espigares

MSwM

Fitting Markov Switching Models

MSM-internal function

Internal msmFit objects and methods — MSM-internal

Internal msmFit objects and methods

MSM-internal: Internal msmFit objects and methods

Description

Arguments

See Also