Other packages > Find by keyword >

MSTest  

Hypothesis Testing for Markov Switching Models
View on CRAN: Click here


Download and install MSTest package within the R console
Install from CRAN:
install.packages("MSTest")

Install from Github:
library("remotes")
install_github("cran/MSTest")

Install by package version:
library("remotes")
install_version("MSTest", "0.1.5")



Attach the package and use:
library("MSTest")
Maintained by
Gabriel Rodriguez Rondon
[Scholar Profile | Author Map]
First Published: 2022-10-19
Latest Update: 2023-01-31
Description:
Implementation of hypothesis testing procedures described in Hansen (1992) , Carrasco, Hu, & Ploberger (2014) , Dufour & Luger (2017) , and Rodriguez Rondon & Dufour (2022) that can be used to identify the number of regimes in Markov switching models.
How to cite:
Gabriel Rodriguez Rondon (2022). MSTest: Hypothesis Testing for Markov Switching Models. R package version 0.1.5, https://cran.r-project.org/web/packages/MSTest. Accessed 30 Apr. 2025.
Previous versions and publish date:
0.1.0 (2022-10-19 12:28), 0.1.1 (2023-01-31 23:10), 0.1.2 (2024-05-31 21:12), 0.1.3 (2024-10-30 19:20)
Other packages that cited MSTest R package
View MSTest citation profile
Other R packages that MSTest depends, imports, suggests or enhances
Complete documentation for MSTest
Functions, R codes and Examples using the MSTest R package
Some associated functions: ARmdl . BootLRTest . CHPTest . DLMCTest . DLMMCTest . DLMMCpval_fun . DLMMCpval_fun_min . EMaximization_HMmdl . EMaximization_MSARmdl . EMaximization_MSVARmdl . EMiter_HMmdl . EMiter_MSARmdl . EMiter_MSVARmdl . ExpectationM_HMmdl . ExpectationM_MSARmdl . ExpectationM_MSVARmdl . HLRTest . HLRparamSearch . HMmdl . HMmdl_em . HMmdl_mle . LMCLRTest . LR_samp_dist . LR_samp_dist_par . MCpval . MMCLRTest . MMCLRpval_fun . MMCLRpval_fun_min . MMC_bounds . MSARmdl . MSARmdl_em . MSARmdl_mle . MSTest-package . MSVARmdl . MSVARmdl_em . MSVARmdl_mle . Nmdl . USGNP . VARmdl . aic . approxDistDL . approx_dist_loop . arP . argrid_MSARmdl . argrid_MSVARmdl . bic . bootCV . calcResid_MSARmdl . calcResid_MSVARmdl . calc_DLmoments . calc_mu2t . calc_mu2t_mv . chp10GNP . chpDmat . chpStat . clike . combine_stat . companionMat . compu_tstat . cov2corr . covar_unvech . covar_vech . dmclike . estimMdl . getHessian.ARmdl . getHessian.HMmdl . getHessian.MSARmdl . getHessian.MSVARmdl . getHessian.Nmdl . getHessian.VARmdl . getHessian . hamilton84GNP . initVals_HMmdl . initVals_MSARmdl . initVals_MSVARmdl . limP . logLike_ARmdl . logLike_HMmdl . logLike_HMmdl_min . logLike_MSARmdl . logLike_MSARmdl_min . logLike_MSVARmdl . logLike_MSVARmdl_min . logLike_Nmdl . logLike_VARmdl . logLikelihood.ARmdl . logLikelihood.HMmdl . logLikelihood.MSARmdl . logLikelihood.MSVARmdl . logLikelihood.Nmdl . logLikelihood.VARmdl . logLikelihood . marklike . mclike . mdledit . paramList_MSARmdl . paramList_MSVARmdl . print.ARmdl . print.BootLRTest . print.CHPTest . print.DLMCTest . print.DLMMCTest . print.HLRTest . print.HMmdl . print.LMCLRTest . print.MMCLRTest . print.MSARmdl . print.MSVARmdl . print.Nmdl . print.VARmdl . randP . randSN . sim_DLmoments . simuAR . simuHMM . simuMSAR . simuMSVAR . simuMdl . simuNorm . simuVAR . thetaSE . ts_lagged . 
Some associated R codes: RcppExports.R . data.R . methods.R . methods_CHPTest.R . methods_HLRTest.R . methods_LRTest.R . methods_MomentTest.R . models.R . roxyrcppexp.R .  Full MSTest package functions and examples
Downloads during the last 30 days
03/3104/0104/0204/0304/0404/0504/0604/0704/0804/0904/1004/1104/1204/1304/1404/1504/1604/1704/1804/1904/2004/2104/2204/2304/2404/2504/2604/2704/28Downloads for MSTest024681012141618202224TrendBars

Today's Hot Picks in Authors and Packages

schrute  
The Entire Transcript from the Office in Tidy Format
The complete scripts from the American version of the Office television show in tibble format. Use ...
Download / Learn more Package Citations See dependency  
micEconAids  
Demand Analysis with the Almost Ideal Demand System (AIDS)
Functions and tools for analysing consumer demand with the Almost Ideal Demand System (AIDS) sugg ...
Download / Learn more Package Citations See dependency  
eyetrackingR  
Eye-Tracking Data Analysis
Addresses tasks along the pipeline from raw data to analysis and visualization for eye-tracking dat ...
Download / Learn more Package Citations See dependency  
crimeutils  
A Comprehensive Set of Functions to Clean, Analyze, and Present Crime Data
A collection of functions that make it easier to understand crime (or other) data, and assist other ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
GRAPE  
Gene-Ranking Analysis of Pathway Expression
Gene-Ranking Analysis of Pathway Expression (GRAPE) is a tool for summarizing the consensus behavio ...
Download / Learn more Package Citations See dependency  

24,142

R Packages

207,311

Dependencies

65,176

Author Associations

24,143

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA