DESCRIPTION

Package: MSTest
Type: Package
Title: Hypothesis Testing for Markov Switching Models
Date: 2024-10-29
Version: 0.1.4.9000
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 (2024) <https://grodriguezrondon.com/files/RodriguezRondon_Dufour_2024_MonteCarlo_LikelihoodRatioTest_MarkovSwitchingModels_20241015.pdf> that can be used to identify the number of regimes in Markov switching models.
License: GPL(>= 2)
LazyData: TRUE
RoxygenNote: 7.3.1
Encoding: UTF-8
URL: https://github.com/roga11/MSTest
BugReports: https://github.com/roga11/MSTest/issues
Imports: 
  stats,
  rlang,
  nloptr,
  Rcpp (>= 1.0.1), 
  numDeriv, 
  pracma, 
  foreach,
  GenSA, 
  pso, 
  GA,
  graphics
LinkingTo: 
  Rcpp, 
  RcppArmadillo
Depends: 
  R (>= 4.0.0)
SystemRequirements: C++17