Package: NHMSAR
Type: Package
Title: Non-Homogeneous Markov Switching Autoregressive Models
Version: 1.7
Date: 2017-12-04
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: 2017-12-04 19:05:58 UTC; valerie
Repository: CRAN
Date/Publication: 2017-12-05 06:07:32 UTC
Built: R 3.2.5; ; 2017-12-06 08:41:44 UTC; unix
