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rMSWITCH

Overview

rMSWITCH is an R package for estimation and statistical testing for the number regimes of various Markov regime-switching models, including both regime-switching in intercept (MSI) and in mean (MSM) models. The package is currently under development.

Installing rMSWITCH

Open R console and run the following script.

# install.packages("devtools") # if devtools has not been installed, run this line.
devtools::install_github("chiyahn/rMSWITCH")