Package: NHMSAR
Type: Package
Title: Non-Homogeneous Markov Switching Autoregressive Models
Version: 1.17
Date: 2020-04-07
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, glasso, ncvreg
NeedsCompilation: no
Packaged: 2020-04-07 13:29:49 UTC; valerie
Repository: CRAN
Date/Publication: 2020-04-07 17:20:02 UTC
Built: R 4.1.0; ; 2020-08-03 04:55:53 UTC; windows
