Package: NHMSAR
Type: Package
Title: Non-Homogeneous Markov Switching Autoregressive Models
Version: 1.6
Date: 2017-08-31
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, caTools, glasso, ncvreg
NeedsCompilation: no
Packaged: 2017-08-31 07:50:53 UTC; valerie
Repository: CRAN
Date/Publication: 2017-08-31 08:10:57 UTC
