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MS_AR_FEX

于 2009-09-16 发布文件大小:353KB

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下载积分: 1 下载次数: 21

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代码说明：

matlab仿真Markov机制转换模型(The Markov Regime Switching Package for Autoregressive Models)

文件列表：

license.txt
MS_AR_FEX
.........\About_the_MS_AR_Models.pdf
.........\Example_Data.mat
.........\Example_MS_AR_Fit.m
.........\Example_MS_AR_Fit_t_dist.m
.........\Example_MS_AR_Fit_with_MEX.m
.........\Example_MS_AR_For.m
.........\Example_MS_AR_Simul_2_States.m
.........\Example_MS_AR_Simul_2_States_t_dist.m
.........\Example_MS_AR_Simul_3_States.m
.........\Example_MS_AR_Simul_and_Fit_2_States.m
.........\Example_MS_AR_Simul_and_Fit_2_States_MUrali.m
.........\Example_MS_AR_Simul_and_Fit_2_States_t_dist.m
.........\Example_MS_AR_Simul_and_Fit_3_States.m
.........\Example_MS_AR_Simul_and_Fit_4_States.m
.........\m_Files
.........\.......\confuneq_MS_AR.m
.........\.......\getvarMatrix_MS_AR.m
.........\.......\mex_MS_Filter.cpp
.........\.......\MS_AR_Fit.m
.........\.......\MS_AR_For.m
.........\.......\MS_AR_Lik.m
.........\.......\MS_AR_Sim.m
.........\.......\nr3matlab.h

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