MSTest
Hypothesis Testing for Markov Switching Models
v0.1.8
·
Jan 9, 2026
·
GPL (>= 2)
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.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
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r-devel-linux-x86_64-debian-clang
*
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r-devel-linux-x86_64-debian-gcc
*
OK
r-devel-linux-x86_64-fedora-clang
*
OK
r-devel-linux-x86_64-fedora-gcc
*
OK
r-devel-macos-arm64
*
OK
r-devel-windows-x86_64
*
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 17.7Mb
sub-directories of 1Mb or more:
libs 16.6Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 18.6Mb
sub-directories of 1Mb or more:
libs 17.5Mb
OK
r-oldrel-windows-x86_64
*
OK
r-patched-linux-x86_64
*
OK
r-release-linux-x86_64
*
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r-release-macos-arm64
*
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r-release-macos-x86_64
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r-release-windows-x86_64
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Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 17.7Mb
sub-directories of 1Mb or more:
libs 16.6Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 18.6Mb
sub-directories of 1Mb or more:
libs 17.5Mb
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Version History
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0.1.8
Mar 9, 2026