simule_MC

transmat

prior

<p>Simulates Markov chain of length T, given a transition matrix and a prior distribution.</p>

 simulation

 Markov chain 

Calibration, simulation, validation of (non-)homogeneous Markov switching autoregressive models with Gaussian or von Mises innovations.  Penalization methods are implemented for Markov Switching Vector Autoregressive Models of order 1 only. Most functions of the package handle missing values.

Valerie Monbet

NHMSAR

Non-Homogeneous Markov Switching Autoregressive Models

simule_MC function

Simulates Markov chain of length T — simule_MC

Simulates Markov chain of length T

simule_MC: Simulates Markov chain of length T

Description

Usage

Arguments

Value

See Also