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@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]]
> >
> > _______________________________________________
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> > -- 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
>
>

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