Package: MSTest
Type: Package
Title: Hypothesis Testing for Markov Switching Models
Date: 2022-10-11
Version: 0.1.0
Authors@R: 
  c(person(given = "Gabriel", 
           family = "Rodriguez Rondon", 
           role = c("cre","aut"), 
           email = "gabriel.rodriguezrondon@mail.mcgill.ca"),
    person(given = "Jean-Marie", 
           family = "Dufour", 
           role = c("aut"),
           email = "jean-marie.dufour@mcgill.ca"))
Maintainer: Gabriel Rodriguez Rondon <gabriel.rodriguezrondon@mail.mcgill.ca>
Description: 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 (2022) <https://grodriguezrondon.com/research/> that can be used to identify the number of regimes in Markov switching models.
License: GPL (>= 3)
LazyData: TRUE
RoxygenNote: 7.2.1
Encoding: UTF-8
URL: https://github.com/roga11/MSTest
Imports: stats, rlang, nloptr, Rcpp (>= 1.0.1), numDeriv, lmf, foreach,
        GenSA, pso, GA
LinkingTo: Rcpp, RcppArmadillo
Depends: R (>= 4.0.0)
NeedsCompilation: yes
Packaged: 2022-10-18 14:34:50 UTC; grodriguezrondon
Author: Gabriel Rodriguez Rondon [cre, aut],
  Jean-Marie Dufour [aut]
Repository: CRAN
Date/Publication: 2022-10-19 10:27:59 UTC
