Package: NHMSAR
Type: Package
Title: Non-Homogeneous Markov Switching Autoregressive Models
Version: 1.4
Date: 2016-03-12
Author: Valerie Monbet
Maintainer: Valerie Monbet <valerie.monbet@gmail.com>
Description: 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.
License: GPL
Imports: ucminf, lars, SIS, caTools, glasso, ncvreg
NeedsCompilation: no
Packaged: 2016-04-24 11:37:57 UTC; valerie
Depends: R (>= 2.10)
Repository: CRAN
Date/Publication: 2016-04-24 16:51:55
Built: R 3.2.5; ; 2017-04-20 08:07:02 UTC; windows
