[R] Markov switching models

Jim Lindsey james.lindsey at luc.ac.be
Wed Feb 19 20:47:03 CET 2003

> I'm looking for Markov switching models, written in R or S-plus:
> Does anyone know about programs?

If I am correct in believing that these are hidden Markov models,
there are hidden (discrete time) and chidden (continuous time) in my
repeated library. www.luc.ac.be/~jlindsey/rcode.html

> Thanks,
> Yours
>   W.Polasek
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