Fitting Markov Switching Models

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Documentation for package ‘MSwM’ version 1.5

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

MSwM-package	MSwM package
AIC	Akaike Information Criterion for Markov Switching models.
AIC-method	Akaike Information Criterion for Markov Switching models.
AIC-methods	Akaike Information Criterion for Markov Switching models.
AIC.MSM.glm	Akaike Information Criterion for Markov Switching models.
AIC.MSM.lm	Akaike Information Criterion for Markov Switching models.
energy	Price of energy in Spain
example	Example data generated
intervals	Function: Confidence Intervals on Coefficients
intervals-method	Function: Confidence Intervals on Coefficients
intervals-methods	Function: Confidence Intervals on Coefficients
intervals.MSM.glm	Function: Confidence Intervals on Coefficients
intervals.MSM.lm	Function: Confidence Intervals on Coefficients
MSM.fitted-class	Class "MSM.fitted"
MSM.glm-class	Class "MSM.glm"
MSM.lm-class	Class "MSM.lm"
msmFit	Fitting Markov Switching Models
msmFit-method	Fitting Markov Switching Models
msmFit-methods	Fitting Markov Switching Models
msmResid	Extract Markov Switching Model Residuals
msmResid-method	Extract Markov Switching Model Residuals
msmResid-methods	Extract Markov Switching Model Residuals
MSwM	MSwM package
plot	Function: plot for Markov Switching Models
plot-method	Function: plot for Markov Switching Models
plot-methods	Function: plot for Markov Switching Models
plotDiag	Plot Diagnostics for an msm Object
plotDiag-method	Plot Diagnostics for an msm Object
plotDiag-methods	Plot Diagnostics for an msm Object
plotProb	Plot of filtered and smoothed probabilities with regimes specifications.
plotProb-method	Plot of filtered and smoothed probabilities with regimes specifications.
plotProb-methods	Plot of filtered and smoothed probabilities with regimes specifications.
plotReg	Comparative plots of response and explanatory variables with regime specifications.
plotReg-method	Comparative plots of response and explanatory variables with regime specifications.
plotReg-methods	Comparative plots of response and explanatory variables with regime specifications.
summary	Function: Summary for Markov Switching Models
summary-method	Function: Summary for Markov Switching Models
summary-methods	Function: Summary for Markov Switching Models
traffic	Traffic Deads in Spain
[-method	Class "MSM.fitted"
[-method	Class "MSM.glm"
[-method	Class "MSM.lm"