depmixS4 works pretty well. "Markov Regime Switching" can be implemented in
a variety of ways...read the vignette to learn how to specify the model you
want.

On Fri, Nov 2, 2012 at 6:56 AM, jaimie villanueva <
jaimie.villanueva@gmail.com> wrote:

> Hi R users,
>
> I'm wondering if is there a good package to perform a Markov Regime
> Switching models. Either logNormal, Autorregresive or Garch Models.
>
> I've been using "tsDyn" package, but It really doesn't convinced me.
>
> I also did some google research without success, so that's why I'm posting
> here.
>
> Thanks in advanced.
>
> Jaimie.
>
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