Package: NHMSAR
Type: Package
Title: Non-Homogeneous Markov Switching Autoregressive Models
Version: 1.19
Date: 2022-02-09
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: 2022-02-09 06:15:17 UTC; valerie
Repository: CRAN
Date/Publication: 2022-02-09 07:40:11 UTC
Built: R 4.0.5; ; 2022-04-21 03:19:08 UTC; windows
