CRAN
MSwM 1.4
Fitting Markov Switching Models
Released Jul 16, 2018 by Josep A. Sanchez-Espigares
This package can be loaded by Renjin but 2 out 3 tests failed.
Dependencies
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)
Installation
Maven
This package can be included as a dependency from a Java or Scala project by including
the following your project's pom.xml file.
Read more
about embedding Renjin in JVM-based projects.
<dependencies>
<dependency>
<groupId>org.renjin.cran</groupId>
<artifactId>MSwM</artifactId>
<version>1.4-b1</version>
</dependency>
</dependencies>
<repositories>
<repository>
<id>bedatadriven</id>
<name>bedatadriven public repo</name>
<url>https://nexus.bedatadriven.com/content/groups/public/</url>
</repository>
</repositories>
Renjin CLI
If you're using Renjin from the command line, you load this library by invoking:
library('org.renjin.cran:MSwM')
Test Results
This package was last tested against Renjin 0.9.2657 on Aug 18, 2018.