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.
| Version: | 1.17 |
| Imports: | ucminf, lars, glasso, ncvreg |
| Published: | 2020-04-07 |
| Author: | Valerie Monbet |
| Maintainer: | Valerie Monbet <valerie.monbet at gmail.com> |
| License: | GPL-2 | GPL-3 [expanded from: GPL] |
| NeedsCompilation: | no |
| CRAN checks: | NHMSAR results |
| Reference manual: | NHMSAR.pdf |
| Package source: | NHMSAR_1.17.tar.gz |
| Windows binaries: | r-devel: NHMSAR_1.17.zip, r-release: NHMSAR_1.17.zip, r-oldrel: NHMSAR_1.17.zip |
| macOS binaries: | r-release: NHMSAR_1.17.tgz, r-oldrel: NHMSAR_1.17.tgz |
| Old sources: | NHMSAR archive |
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