typing 'markov switching' into the R site search box gives 127 results,
certainly a few of which on the first page are possibly of interest to you.
among them packages MSBVAR and bayesGARCH
hth, best, Ingmar
On Sat, Feb 12, 2011 at 12:53 PM, Nanda Mendez <nandixx@hotmail.com>
wrote:
>
> I'm looking for Markov switching models, written in R. Does anyone know
> about programs?
> Thanks,
> Nanda
>
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