[R] Markov switching models

[Jim Lindsey]

> 
> I'm looking for Markov switching models, written in R or S-plus:
> Does anyone know about programs?


If I am correct in believing that these are hidden Markov models,
there are hidden (discrete time) and chidden (continuous time) in my
repeated library. www.luc.ac.be/~jlindsey/rcode.html
  Jim

> Thanks,
> Yours
>   W.Polasek
> 
> ______________________________________________
> R-help at stat.math.ethz.ch mailing list
> http://www.stat.math.ethz.ch/mailman/listinfo/r-help
>