[R] markov regime switching models

Marie Morel marie.morel2005 at gmail.com
Wed Apr 4 18:30:03 CEST 2012


Dear Sir,
I saw a question from a member in 2007 asking for regime switching model 
and I am looking for the same kind of model.
I also saw a "project" named RSNL but I don't know if this one is 
available and if we can have access to the code to change things if 
needed... actually I used to build my own models and not ask somebody 
but this one is relatively easy but long to implement so I wanted to 
skip this phase :-)
I thus wanted to know if this model was available for download ?
Thanks for your answer
Mary



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