mskf: Project Home – R-Forge
Project description
Mskf fits a latent regime switching state space model to multivariate time series, such as vector auto-regressive time series models that have different parameter values in different latent regimes. Project Information
This project has not yet categorized itself in the Trove Software Map Registered: 2015-06-15 11:32 Activity Ranking: 0 View project Statistics View list of RSS feeds available for this project. ![]() Public Tools
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