Package: MSTest
Type: Package
Title: Hypothesis Testing for Markov Switching Models
Date: 2026-01-08
Version: 0.1.8
Authors@R: 
  c(person(given = "Gabriel", 
           family = "Rodriguez Rondon", 
           role = c("cre","aut"), 
           email = "gabriel.rodriguezrondon@mail.mcgill.ca",
           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
 <gabriel.rodriguezrondon@mail.mcgill.ca>
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 (2024)
        <https://grodriguezrondon.com/files/RodriguezRondon_Dufour_2025_MonteCarlo_LikelihoodRatioTest_MarkovSwitchingModels_20251014.pdf>
        that can be used to identify the number of regimes in Markov
        switching models.
License: GPL(>= 2)
LazyData: TRUE
RoxygenNote: 7.3.1
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,
        foreach, GenSA, pso, GA, graphics
LinkingTo: Rcpp, RcppArmadillo
Depends: R (>= 4.0.0)
SystemRequirements: C++17
Config/pak/sysreqs: cmake
Repository: https://roga11.r-universe.dev
Date/Publication: 2026-04-01 17:16:42 UTC
RemoteUrl: https://github.com/roga11/mstest
RemoteRef: HEAD
RemoteSha: 0cfc78ec2779ee196dee90ae79323aadf6cd8fde
NeedsCompilation: yes
Packaged: 2026-07-04 21:49:46 UTC; root
Author: Gabriel Rodriguez Rondon [cre, aut] (ORCID:
    <https://orcid.org/0009-0005-3769-9921>),
  Jean-Marie Dufour [aut]