Markov Switching Kalman Filter


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Documentation for package ‘mskf’ version 1.1.3

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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.