Package: MSVAR
Version: 0.0
Date: 2008-29-08
Title: Markov Switching VAR
Author: James Eustace <james.eustace@omam.co.uk>.
Maintainer: James Eustace <james.eustace@omam.co.uk>
Depends: R (>= 2.0.1)
Description: MSVAR estimates a 2 state Markov Switching VAR. The
        likelihood function is solved via numerical optimizaton using
        R's 'nlminb' optimization routine. Further packages will
        include models with more than 2 states, switching exogenous
        variables and the use of simulated annealing in the
        optimization process to avoid finding local solutions.
License: GPL (>= 2)
Packaged: Sun Aug 31 09:30:13 2008; Jamie
Built: R 2.11.0; ; 2010-04-06 15:57:14 UTC; unix
