MSwM

Fitting Markov Switching Models

CRAN Package

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).


Documentation


Team


Insights

Last 30 days

This package has been downloaded 2,322 times in the last 30 days. Consider this 'mid-tier influencer' status—if it were a TikTok, it would get a nod from nieces and nephews. The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 75 times.

Sun
Mon
Tue
Wed
Thu
Fri
Sat
0 downloadsMar 2, 2025
0 downloadsMar 3, 2025
87 downloadsMar 4, 2025
79 downloadsMar 5, 2025
83 downloadsMar 6, 2025
60 downloadsMar 7, 2025
35 downloadsMar 8, 2025
52 downloadsMar 9, 2025
73 downloadsMar 10, 2025
66 downloadsMar 11, 2025
71 downloadsMar 12, 2025
81 downloadsMar 13, 2025
108 downloadsMar 14, 2025
83 downloadsMar 15, 2025
50 downloadsMar 16, 2025
68 downloadsMar 17, 2025
120 downloadsMar 18, 2025
90 downloadsMar 19, 2025
116 downloadsMar 20, 2025
96 downloadsMar 21, 2025
29 downloadsMar 22, 2025
52 downloadsMar 23, 2025
145 downloadsMar 24, 2025
86 downloadsMar 25, 2025
65 downloadsMar 26, 2025
93 downloadsMar 27, 2025
102 downloadsMar 28, 2025
54 downloadsMar 29, 2025
62 downloadsMar 30, 2025
79 downloadsMar 31, 2025
62 downloadsApr 1, 2025
75 downloadsApr 2, 2025
0 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
29
145

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 25,009 times in the last 365 days. The downloads are officially high enough to crash an underfunded departmental server. Quite an accomplishment! 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.

Data provided by CRAN


Binaries


Dependencies

  • Imports1 package
  • Reverse Imports1 package
  • Reverse Suggests4 packages