MSwM

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) doi:10.2139/ssrn.1714016).

Last 30 days

This package has been downloaded 2,277 times in the last 30 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 57 times.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 24,979 times in the last 365 days. The academic equivalent of having a dedicated subreddit. There are fans, and maybe even a few trolls! The day with the most downloads was Aug 06, 2024 with 203 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.