Hypothesis Testing for Markov Switching Models R package MSTest version 0.1.8 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 (2024) <https://grodriguezrondon.com/files/RodriguezRondon_Dufour_2025_MonteCarlo_LikelihoodRatioTest_MarkovSwitchingModels_20251014.pdf> that can be used to identify the number of regimes in Markov switching models. Software Depends: R (>= 4.0.0) Imports: stats, rlang, nloptr, Rcpp (>= 1.0.1), numDeriv, pracma, foreach, GenSA, pso, GA, graphics LinkingTo: Rcpp, RcppArmadillo Gabriel Rodriguez Rondon <gabriel.rodriguezrondon@mail.mcgill.ca> Comprehensive R Archive Network (CRAN) Gabriel Rodriguez Rondon [cre, aut] (ORCID: <https://orcid.org/0009-0005-3769-9921>), Jean-Marie Dufour [aut] GPL (>= 2) 2026-01-09 application/tgz https://CRAN.R-project.org/package=MSTest doi:10.32614/CRAN.package.MSTest