R Package for Estimation, Simulation and Forecasting of a Univariate Markov Switching Model

Documentation for package ‘fMarkovSwitching’ version 1.0

fMarkovSwitching-package	Package for Estimation, Simulation and Forecasting of a Markov Switching Model
dep	Example of dependent/explained Variable for Markov switching model
dim.MS_Model	Function to Get the dimension/Size of Markov Switching Variables
fMarkovSwitching	Package for Estimation, Simulation and Forecasting of a Markov Switching Model
indep	Example of independent/explanatory Variable for Markov switching model
MS_Model-class	Definitions for Class "MS_Model"
MS_Regress_Fit	Function to Estimate a Markov Switching Regression
MS_Regress_For	Function to Forecast a Markov Switching Model in t+1
MS_Regress_Lik	The likelihood function for a General Markov Switching Model
MS_Regress_Simul	Function to Simulate a Time Series based on Markov Switching Process
MS_Simul-class	A Class for the Simulation of a Markov Switching Time Series Process
plot.MS_Model	Function to Plot the Fitted Processes of a Markov Switching Model
plot.MS_Simul	Function to Plot a Simulated Markov Switching Process
print.MS_Model	Function to Print (output to screen) a Markov Switching Model
print.MS_Simul	Function to Print a Markov Switching Simulation Object