mskf-package |
Markov Switching Kalman Filter |
as.mskfModel |
Specify a Markov regime switching state-space model |
lower |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
lower<- |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
mac |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
mac<- |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
maG |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
maG<- |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
maH |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
maH<- |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
maK |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
maK<- |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
map |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
map<- |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
maW |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
maW<- |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
mskf |
Fit A Markov Switching State-Space Model |
mskfModel |
Specify a Markov regime switching state-space model |
mskfModel.mskfSkeleton |
Generate an 'mskfModel' from an 'mskfSkeleton' |
mskfModelSkeleton |
Create a model skeleton for the specification of a state space model with regime switches for time series |
pac |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
pac<- |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
paG |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
paG<- |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
paH |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
paH<- |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
paK |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
paK<- |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
pap |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
pap<- |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
paW |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
paW<- |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
plot.mskfModel |
Specify a Markov regime switching state-space model |
print.mskfModel |
Specify a Markov regime switching state-space model |
print.mskfSkeleton |
Create a model skeleton for the specification of a state space model with regime switches for time series |
sim.msar |
Simulate Responses from 'mskf' Models |
simulate.mskfModel |
Simulate Responses from 'mskf' Models |
startValues |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
startValues.mskfModel |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
startValues<- |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
upper |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |
upper<- |
Utility Function For Handling And Manipulating 'mskfModel' Objects. |