R: Fitting Markov Switching Models

# Fitting Markov Switching Models

## Documentation for package ‘MSwM’ version 1.5

- DESCRIPTION file.
- User guides, package vignettes and other documentation.

## Help Pages

MSwM-package | MSwM package
AIC | Akaike Information Criterion for Markov Switching models.
AIC-method | Akaike Information Criterion for Markov Switching models.
AIC-methods | Akaike Information Criterion for Markov Switching models.
AIC.MSM.glm | Akaike Information Criterion for Markov Switching models.
AIC.MSM.lm | Akaike Information Criterion for Markov Switching models.
energy | Price of energy in Spain
example | Example data generated
intervals | Function: Confidence Intervals on Coefficients
intervals-method | Function: Confidence Intervals on Coefficients
intervals-methods | Function: Confidence Intervals on Coefficients
intervals.MSM.glm | Function: Confidence Intervals on Coefficients
intervals.MSM.lm | Function: Confidence Intervals on Coefficients
MSM.fitted-class | Class "MSM.fitted"
MSM.glm-class | Class "MSM.glm"
MSM.lm-class | Class "MSM.lm"
msmFit | Fitting Markov Switching Models
msmFit-method | Fitting Markov Switching Models
msmFit-methods | Fitting Markov Switching Models
msmResid | Extract Markov Switching Model Residuals
msmResid-method | Extract Markov Switching Model Residuals
msmResid-methods | Extract Markov Switching Model Residuals
MSwM | MSwM package
plot | Function: plot for Markov Switching Models
plot-method | Function: plot for Markov Switching Models
plot-methods | Function: plot for Markov Switching Models
plotDiag | Plot Diagnostics for an msm Object
plotDiag-method | Plot Diagnostics for an msm Object
plotDiag-methods | Plot Diagnostics for an msm Object
plotProb | Plot of filtered and smoothed probabilities with regimes specifications.
plotProb-method | Plot of filtered and smoothed probabilities with regimes specifications.
plotProb-methods | Plot of filtered and smoothed probabilities with regimes specifications.
plotReg | Comparative plots of response and explanatory variables with regime specifications.
plotReg-method | Comparative plots of response and explanatory variables with regime specifications.
plotReg-methods | Comparative plots of response and explanatory variables with regime specifications.
summary | Function: Summary for Markov Switching Models
summary-method | Function: Summary for Markov Switching Models
summary-methods | Function: Summary for Markov Switching Models
traffic | Traffic Deads in Spain
[-method | Class "MSM.fitted"
[-method | Class "MSM.glm"
[-method | Class "MSM.lm"