[R] markov regime switching models
Marie Morel
marie.morel2005 at gmail.com
Wed Apr 4 18:30:03 CEST 2012
Dear Sir,
I saw a question from a member in 2007 asking for regime switching model
and I am looking for the same kind of model.
I also saw a "project" named RSNL but I don't know if this one is
available and if we can have access to the code to change things if
needed... actually I used to build my own models and not ask somebody
but this one is relatively easy but long to implement so I wanted to
skip this phase :-)
I thus wanted to know if this model was available for download ?
Thanks for your answer
Mary
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