[R-SIG-Finance] methods from Kim/Nelson "State-Space Models with Regime Switching"
armstrong.whit at gmail.com
Thu Aug 13 15:50:23 CEST 2009
Has anyone implemented the methods from the Kim/Nelson book:
Gauss programs here:
Any suggestions for existing packages would be welcome.
So far, I see dse, dlm, MSVAR, and FKF.
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