Description: The Matlab program estimates, forecasts Markov transition regression (Markov Switching Regression), drawing out the return of K line maps.
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File list (Check if you may need any files):
MS_Regress_FEX
..............\About_the_MS_Regression_Models.pdf
..............\Example_FEX.mat
..............\Example_MS_Regress_Fit.m
..............\Example_MS_Regress_Fit_t_Dist.m
..............\Example_MS_Regress_Fit_with_MEX.m
..............\Example_MS_Regress_For.m
..............\Example_MS_Regress_Simul_2_States.m
..............\Example_MS_Regress_Simul_2_States_t_Dist.m
..............\Example_MS_Regress_Simul_3_States.m
..............\Example_MS_Regress_Simul_and_Fit_2_States.m
..............\Example_MS_Regress_Simul_and_Fit_2_States_t_Dist.m
..............\Example_MS_Regress_Simul_and_Fit_3_States.m
..............\m_Files
..............\.......\confuneq_MS_Regress.m
..............\.......\getvarMatrix_MS_Regress.m
..............\.......\mex_MS_Filter.cpp
..............\.......\MS_Regress_Fit.m
..............\.......\MS_Regress_For.m
..............\.......\MS_Regress_Lik.m
..............\.......\MS_Regress_Sim.m
..............\.......\nr3matlab.h
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