MS_Regress_FEX.zip,Hamilton (1989), the very in°uential paper




File list:
MS_Regress_FEX
.............\data_Files
.............\..........\Example_FEX.txt
.............\..........\GNP_Hamilton.txt
.............\m_Files
.............\.......\build_constCoeff.m
.............\.......\checkInputs.m
.............\.......\checkSize_constCoeff.m
.............\.......\check_constCoeff.m
.............\.......\confuneq_MS_Regress.m
.............\.......\doOutScreen.m
.............\.......\doOutScreen_MSVAR.m
.............\.......\doPlots.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
.............\.......\MS_VAR_Fit.m
.............\.......\mvnpdf_MSPERLIN.m
.............\.......\myMVNPDF.m
.............\.......\nr3matlab.h
.............\.......\param2spec.m
.............\.......\preCalc_MSModel.m
.............\.......\spec2param.m
.............\About the MS_Regress_Package.pdf
.............\Example_MS_Regress_Fit.m
.............\Example_MS_Regress_Fit_For.m
.............\Example_MS_Regress_Fit_GED_Dist.m
.............\Example_MS_Regress_Fit_MSVAR.m
.............\Example_MS_Regress_Fit_MultiVar.m
.............\Example_MS_Regress_Fit_t_Dist.m
.............\Example_MS_Regress_Fit_using_constCoeff.m
.............\Example_MS_Regress_Fit_with_MEX.m
.............\Example_MS_Regress_For.m
.............\Example_MS_Regress_Simul_2_States_Multivar.m
.............\Example_MS_Regress_Simul_3_States.m
.............\Example_MS_Regress_Simul_and_Fit_2_States.m
.............\Example_MS_Regress_Simul_and_Fit_3_States.m
.............\Example_MS_Regress_Simul_Fit_2_States_Multivar.m
.............\Script_Hamilton_Comparison.m
license.txt