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Implementation of hypothesis testing procedures described in Hansen (1992) <doi:10.1002/jae.3950070506>, Carrasco, Hu, & Ploberger (2014) <doi:10.3982/ECTA8609>, Dufour & Luger (2017) <doi:10.1080/07474938.2017.1307548>, and Rodriguez Rondon & Dufour (2022) <https://grodriguezrondon.com/files/RodriguezRondon_Dufour_2024_MonteCarlo_LikelihoodRatioTest_MarkovSwitchingModels_20241015.pdf> that can be used to identify the number of regimes in Markov switching models.
| Version: | 0.1.3 |
| Depends: | R (≥ 4.0.0) |
| Imports: | stats, rlang, nloptr, Rcpp (≥ 1.0.1), numDeriv, pracma, foreach, GenSA, pso, GA, graphics |
| LinkingTo: | Rcpp, RcppArmadillo |
| Published: | 2024-10-30 |
| DOI: | 10.32614/CRAN.package.MSTest |
| Author: | Gabriel Rodriguez Rondon [cre, aut], Jean-Marie Dufour [aut] |
| Maintainer: | Gabriel Rodriguez Rondon <gabriel.rodriguezrondon at mail.mcgill.ca> |
| BugReports: | https://github.com/roga11/MSTest/issues |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://github.com/roga11/MSTest |
| NeedsCompilation: | yes |
| SystemRequirements: | C++17 |
| Materials: | README NEWS |
| CRAN checks: | MSTest results |
| Reference manual: | MSTest.pdf |
| Package source: | MSTest_0.1.3.tar.gz |
| Windows binaries: | r-devel: MSTest_0.1.3.zip, r-release: MSTest_0.1.3.zip, r-oldrel: MSTest_0.1.3.zip |
| macOS binaries: | r-release (arm64): MSTest_0.1.3.tgz, r-oldrel (arm64): MSTest_0.1.3.tgz, r-release (x86_64): MSTest_0.1.3.tgz, r-oldrel (x86_64): MSTest_0.1.3.tgz |
| Old sources: | MSTest archive |
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These binaries (installable software) and packages are in development.
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