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A. Carolina Ledezma-Carrizalez

try 'm not sure... files good luck

Matthias Kohl

a quick RSiteSearch gave me R packages: MSwM, MSBVAR, NHMSAR

Moreover, there is package fMarkovSwitching on RForge:

http://r-forge.r-project.org/R/?group_id=156

which can be installed via

install.packages("fMarkovSwitching", repos="http://R-Forge.R-project.org")

Best

Matthias