[R] State space models with regime switching

Rui Barradas ruipbarradas at sapo.pt
Mon May 6 23:18:06 CEST 2013


Maybe package tsDyn. It implements SETAR and LSTAR models, among others.

Hope this helps,

Rui Barradas

Em 06-05-2013 21:28, David Hoppe escreveu:
> Hello everyone,
> I'm new to this mailing list, but i hope this is the right place to
> post my question. I'm trying to do some time series analysis with
> state space models in R. So far I used the packages dse and dlm. I was
> wondering if there is a package, which allows for regime switching
> state space models. I did a lot of searching, but I couldn't find
> anything.
> Thanks for your answers!
> David
> ______________________________________________
> R-help at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-help
> PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
> and provide commented, minimal, self-contained, reproducible code.

More information about the R-help mailing list