Package: NHMSAR
Type: Package
Title: Non-Homogeneous Markov Switching Autoregressive Models
Version: 1.1
Date: 2015-05-14
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. 
License: GPL
Imports: ucminf, lars, SIS, caTools, glasso
Packaged: 2015-06-09 14:39:23 UTC; monbet
Depends: R (>= 2.10)
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2015-06-09 17:12:10
