<?xml version="1.0" encoding="UTF-8"?>
<oai_dc:dc xmlns:oai_dc="http://www.openarchives.org/OAI/2.0/oai_dc/" xmlns:dc="http://purl.org/dc/elements/1.1/" xmlns:xsi="http://www.w3.org/2001/XMLSchema-instance" xsi:schemaLocation="http://www.openarchives.org/OAI/2.0/oai_dc/ http://www.openarchives.org/OAI/2.0/oai_dc.xsd">
  <dc:title>Fitting Markov Switching Models</dc:title>
  <dc:title>R package MSwM version 1.5</dc:title>
  <dc:subject>CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries)</dc:subject>
  <dc:description>Estimation, inference and diagnostics for Univariate Autoregressive Markov Switching Models for Linear and Generalized Models. Distributions for the series include gaussian, Poisson, binomial and gamma cases. The EM algorithm is used for estimation (see Perlin (2012) &lt;doi:10.2139/ssrn.1714016&gt;).</dc:description>
  <dc:type>Software</dc:type>
  <dc:relation>Depends: methods, graphics, parallel</dc:relation>
  <dc:relation>Imports: nlme</dc:relation>
  <dc:creator>Josep A. Sanchez-Espigares &lt;josep.a.sanchez@upc.edu&gt;</dc:creator>
  <dc:publisher>Comprehensive R Archive Network (CRAN)</dc:publisher>
  <dc:contributor>Josep A. Sanchez-Espigares, Alberto Lopez-Moreno</dc:contributor>
  <dc:rights>GPL (&gt;= 2.0)</dc:rights>
  <dc:date>2021-06-06</dc:date>
  <dc:format>application/tgz</dc:format>
  <dc:identifier>https://CRAN.R-project.org/package=MSwM</dc:identifier>
  <dc:identifier>doi:10.32614/CRAN.package.MSwM</dc:identifier>
</oai_dc:dc>