Re: [R] Markov switching models

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From: Jim Lindsey (james.lindsey@luc.ac.be)
Date: Thu 20 Feb 2003 - 06:46:41 EST


Message-id: <200302191946.UAA08942@luc.ac.be>


>
> I'm looking for Markov switching models, written in R or S-plus:
> Does anyone know about programs?

If I am correct in believing that these are hidden Markov models,
there are hidden (discrete time) and chidden (continuous time) in my
repeated library. www.luc.ac.be/~jlindsey/rcode.html
  Jim

> Thanks,
> Yours
> W.Polasek
>
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