[R] State space models with regime switching

David Hoppe david_hoppe at gmx.de
Mon May 6 22:28:01 CEST 2013


Hello everyone,

I'm new to this mailing list, but i hope this is the right place to
post my question. I'm trying to do some time series analysis with
state space models in R. So far I used the packages dse and dlm. I was
wondering if there is a package, which allows for regime switching
state space models. I did a lot of searching, but I couldn't find
anything.

Thanks for your answers!

David



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