m-dadej/MarSwitching.jl

MarSwitching.jl: Julia package for Markov switching dynamic models :chart_with_upwards_trend:

语言：Julia · GitHub 星标：47 · Fork：3

话题：data-science · econometrics · julia · machine-learning-library · markov-chain · regime-switching · statistics · time-series

在 GitHub 上查看原仓库