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mr

于 2009-04-28 发布文件大小:80KB

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代码说明：

说明： matlab自回归马尔可夫转换模型仿真估计与预测(matlab autoregressive Markov switching model simulation estimates and projections)

文件列表：

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_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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