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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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CRAN Check Status

2 NOTE
12 OK
Show all 14 flavors
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)
OK r-devel-linux-x86_64-debian-clang

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OK r-devel-linux-x86_64-debian-gcc

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OK r-devel-linux-x86_64-fedora-clang

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OK r-devel-linux-x86_64-fedora-gcc

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OK r-devel-macos-arm64

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OK r-devel-windows-x86_64

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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

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OK r-patched-linux-x86_64

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OK r-release-linux-x86_64

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OK r-release-macos-arm64

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OK r-release-macos-x86_64

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OK 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

Dependency Network

Dependencies Reverse dependencies rlang nloptr Rcpp numDeriv pracma foreach GenSA pso GA MSTest

Version History

new 0.1.8 Mar 9, 2026