AIC                     Compute Akaike information criterion (AIC).
AMZN                    Log return of Amazon inc. closing Value
BIC                     Compute Bayesian information criterion (BIC).
DIC                     Compute Deviance Information Criterion (DIC).
Pstate                  Filtered state probabilities.
cdf                     Cumulative function.
create.spec             Model specification
crps                    CRPS (continuous ranked probability score)
                        measure.
fit.bayes               Bayesian estimation.
fit.mle                 ML estimation.
ht                      Conditional variance in each regime.
kernel                  Kernel function.
pdf                     Probability density function.
pit                     Probability Integral Transform.
pred                    Predictive function.
risk                    Value-at-Risk And Expected-shortfall.
sim                     Process simulation method.
simahead                Step ahead simulation method.
sp500                   Log return of the S&P 500 index closing Value
transmat                Transition Matrix.
unc.vol                 Unconditional volatility of each regime.
