Package: MSTest
Type: Package
Title: Hypothesis Testing for Markov Switching Models
Date: 2026-09-14
Version: 0.1.9.9015
Authors@R: 
  c(person(given = "Gabriel", 
           family = "Rodriguez-Rondon",
           role = c("cre","aut"),
           email = "gabrodriguezrondon@gmail.com",
           comment = c(ORCID = "0009-0005-3769-9921")),
    person(given = "Jean-Marie", 
           family = "Dufour", 
           role = c("aut"),
           email = "jean-marie.dufour@mcgill.ca"))
Maintainer: Gabriel Rodriguez-Rondon <gabrodriguezrondon@gmail.com>
Description: Implementation of hypothesis testing procedures described
        in Hansen (1992) <doi:10.1002/jae.3950070506>, Carrasco, Hu, &
        Ploberger (2014) <doi:10.3982/ECTA8609>, Dufour & Luger (2017)
        <doi:10.1080/07474938.2017.1307548>, and Rodriguez-Rondon &
        Dufour (2026a) <doi:10.34989/swp-2026-23> that can be used to
        identify the number of regimes in Markov switching models. For
        a detailed description of the package, see Rodriguez-Rondon &
        Dufour (2026b) <doi:10.34989/swp-2026-7>.
License: GPL(>= 2)
LazyData: TRUE
RoxygenNote: 7.3.3
Encoding: UTF-8
URL: https://github.com/roga11/MSTest
BugReports: https://github.com/roga11/MSTest/issues
Imports: stats, rlang, nloptr, Rcpp (>= 1.0.1), numDeriv, pracma,
        GenSA, pso, GA, graphics
LinkingTo: Rcpp, RcppArmadillo
Depends: R (>= 4.0.0)
Suggests: testthat (>= 3.0.0), callr, knitr, rmarkdown
VignetteBuilder: knitr
Config/testthat/edition: 3
SystemRequirements: C++17
Config/pak/sysreqs: cmake
Repository: https://roga11.r-universe.dev
Date/Publication: 2026-09-14 18:32:28 UTC
RemoteUrl: https://github.com/roga11/mstest
RemoteRef: HEAD
RemoteSha: 030123697a62022f6036cd4ec7fbfdc95155a421
NeedsCompilation: yes
Packaged: 2026-10-22 11:07:43 UTC; root
Author: Gabriel Rodriguez-Rondon [cre, aut] (ORCID:
    <https://orcid.org/0009-0005-3769-9921>),
  Jean-Marie Dufour [aut]