/MSwMbis

MSwM — Fitting Markov Switching Models from CRAN: twisted version for plotting labels under graphs

Primary LanguageR

R Package 'MSwM'

!! - Important Disclaimer - !!

This package is a slightly modified version of the officially released MSwM package, which I modified for my own specific purposes. This fork has not been tested outside the limited scope of my code and machine. Feel free to use at your own risk.

The main modification is that now the plotProb function (with parameter which > 1) also includes labels for the x axis of the main time series plot of the dependent variable. This is particularly useful when time series object are fed to MSwM with named rows. Every data is turned into a dataframe but ts keep their dates as row names, which are kept in the MSwM model object and recycled to label the x-axis.