R help - Oct 2015 - MSwM R package: model and state probability significance (p00+p11=1)

Dear  R community,

It seems that MSwM package provides three model diagnostic tools:
pooled residuals plot, QQ plot and ACFs plot (via plotDiag). However, I cannot
find any statistic to test the whole model significance (and even for
each reported regime only multiple R^2 is provided).

After searching for the answer I found one paper (Lec-Markov_note.pdf
in web) which states  that there are two tests for MRSM model. The
first has long description and essentially links to Hansen (1992)
paper -  it tests whether switching parameters are nuisance. The
second test is H0: p00+p11=1 and can be tested with Wald test.

So, my question is follows. How the first test can be performed in R
and where to get variance of state probabilities to perform Wald test
of second hypothesis (I couldn't find relevant data in MSM.lm object)?

Thanks in advance,
Best regards,
Maxim Fomin