Cond.prob.MSAR          Conditional probabilities for (non) homogeneous
                        MSAR models
ENu_graph               Plots empirical expected number of upcrossings
                        of level u with respect to P(Y<u)
Estep.MSAR              Estep of the EM algorithm for fitting (non)
                        homogeneous Markov switching auto-regressive
                        models.
Estep.MSAR.VM           Estep of the EM algorithm for fitting von Mises
                        (non) homogeneous Markov switching
                        auto-regressive models.
MeanDurOver             Mean Duration of sojourn over a treshold
MeanDurUnder            Mean Duration of sojourn under a treshold
Mstep.classif           fit an AR model for each class of C
Mstep.hh.MSAR           M step of the EM algorithm for fitting
                        homogeneous Markov switching auto-regressive
                        models.
Mstep.hh.MSAR.VM        M step of the EM algorithm for fitting von
                        Mises Markov switching auto-regressive models.
Mstep.hh.MSAR.with.constraints
                        M step of the EM algorithm for fitting
                        homogeneous multivariate Markov switching
                        auto-regressive models with constraints on VAR
                        models.
Mstep.hh.SCAD.MSAR      M step of the EM algorithm for fitting
                        homogeneous multivariate Markov switching
                        auto-regressive models with penalization of
                        parameters of the VAR(1) models.
Mstep.hh.SCAD.cw.MSAR   M step of the EM algorithm for fitting
                        homogeneous multivariate Markov switching
                        auto-regressive models with SCAD penalization
                        of parameters of the VAR(1) models.
Mstep.hh.lasso.MSAR     M step of the EM algorithm for fitting
                        homogeneous multivariate Markov switching
                        auto-regressive models with penalization of
                        parameters of the VAR(1) models.
Mstep.hh.reduct.MSAR    M step of the EM algorithm for fitting
                        homogeneous Markov switching auto-regressive
                        models with constraints on the matrices.
Mstep.hh.ridge.MSAR     M step of the EM algorithm for fitting
                        homogeneous multivariate Markov switching
                        auto-regressive models with penalization of
                        parameters of the VAR(1) models.
Mstep.hn.MSAR           M step of the EM algorithm for fitting Markov
                        switching auto-regressive models with non
                        homogeneous emissions.
Mstep.nh.MSAR           M step of the EM algorithm.
Mstep.nh.MSAR.VM        M step of the EM algorithm for von Mises MSAR
                        models
Mstep.nn.MSAR           M step of the EM algorithm.
NH-MSAR-package         (Non) Homogeneous Markov switching
                        autoregressive model
PibDetteDemoc           Annual GDP and Debt data 1970-2010
U                       Winter wind data at 18 locations offshore of
                        France
WindDir                 January wind direction at Ouessant
cor.MSAR                Empirical correlation functions comparison .
cross.cor.MSAR          empirical cross-correlation for multivariate
                        MSAR time series
emisprob.MSAR.VM        Emission probabilities for von Mises MSAR
fit.MSAR                Fit (non) homogeneous Markov switching
                        autoregressive models
fit.MSAR.VM             Fit von Mises (non) homogeneous Markov
                        switching autoregressive models
forecast.prob.MSAR      Forecast probabilities for (non) homogeneous
                        MSAR models
forwards_backwards      Forward Backward for homogeneous MSAR models
init.theta.MSAR         Initialisation function for MSAR model fitting
init.theta.MSAR.VM      Initialisation function for von Mises MSAR
                        model fitting
log_dens_Von_Mises      von Mises log likelihood.
meteo.data              Meteorological at Brest (France) for January
                        month from 1973 to 2013
nhforwards_backwards    Forward Backward for MSAR models with non
                        homogeneous transitions
prediction.MSAR         One step ahead predict for (non) homogeneous
                        MSAR models
regimes.plot.MSAR       Plot MSAR time series with regimes
simule.nh.MSAR          Simulation of (non) homogeneous Markov
                        Stiwtching autoregressive models
simule.nh.MSAR.VM       Simulation of (non) homogeneous Markov
                        Stiwtching autoregressive models von Mises
                        innovations
simule_MC               Simulates Markov chain of length T
test.model.MSAR         Performs bootstrap statistical tests to
                        validate MSAR models.
test.model.vect.MSAR    Performs bootstrap statistical tests on
                        covariance to validate MSVAR models.
valid_all.MSAR          Statistics plotting for validation of MSAR
                        models
viterbi_path            Viterbi path homogeneous MSAR models
