[R-SIG-Finance] time series regime detection in R?

[Jeffrey Ryan]

Just as an aside, the 'list' sees posts like this differently.

The general feel is that you don't provide any set of facts that show
you have tried looking yourself, and it begins to feel like we are the
'start' of the search, and not the final 'expert' distiller of
results.

"show your work" applies equally here as it does in 4th grade.  It matters.

Jeff

On Thu, Feb 2, 2012 at 11:08 AM, Michael <comtech.usa at gmail.com> wrote:
> Thanks Brian.
>
> I just wanted to explain a bit:
>
> Here is how I view it: "searching" is like "google" and
> "word-of-mouth"/"reviews" are like Amazon ...
>
> I of course had done lots of search; but I would like also to hear some
> sort of "latest review" and "latest word-of-mouth" recommendations...
> that's why I posted my question here where I could consult with a large R
> experts...
>
> Thanks again!
>
> On Thu, Feb 2, 2012 at 9:18 AM, Brian G. Peterson <brian at braverock.com>wrote:
>
>> Please Please Please search before posting.
>>
>> http://www.rseek.org/?cx=010923144343702598753%
>> 3Aboaz1reyxd4&newwindow=1&q=regime+model&sa=Search+functions%2C+lists%2C
>> +and+more&cof=FORID%3A11&siteurl=www.rseek.org%2F
>>
>>
>>
>> On Thu, 2012-02-02 at 09:09 -0600, Michael wrote:
>> > Hi all, good morning and good evening!
>> >
>> > Could you please point me to some commands/functions/packages in R
>> > commutity that can do regime detection for time series?
>> >
>> > For example, giving a times series of SP500, and maybe other covariates
>> and
>> > macro data, we can answer the following questions:
>> >
>> > 1. How many regimes are there?
>> > 2. Are we currently in a new regime and since when?
>> >
>> > Thank you!
>> >
>> >       [[alternative HTML version deleted]]
>> >
>> > _______________________________________________
>> > R-SIG-Finance at r-project.org mailing list
>> > https://stat.ethz.ch/mailman/listinfo/r-sig-finance
>> > -- Subscriber-posting only. If you want to post, subscribe first.
>> > -- Also note that this is not the r-help list where general R questions
>> should go.
>>
>> --
>> Brian G. Peterson
>> http://braverock.com/brian/
>> Ph: 773-459-4973
>> IM: bgpbraverock
>>
>>
>
>        [[alternative HTML version deleted]]
>
> _______________________________________________
> R-SIG-Finance at r-project.org mailing list
> https://stat.ethz.ch/mailman/listinfo/r-sig-finance
> -- Subscriber-posting only. If you want to post, subscribe first.
> -- Also note that this is not the r-help list where general R questions should go.



-- 
Jeffrey Ryan
jeffrey.ryan at lemnica.com

www.lemnica.com
www.esotericR.com

R/Finance 2012: Applied Finance with R
www.RinFinance.com

See you in Chicago!!!!