[R] State space models with regime switching

[Rui Barradas]

Hello,

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
>
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