MSTest/DESCRIPTION at main · roga11/MSTest · GitHub

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Package: MSTest
Type: Package
Title: Hypothesis Testing for Markov Switching Models
Date: 2026-08-21
Version: 0.1.9.9012
Authors@R:
  c(person(given = "Gabriel",
           family = "Rodriguez-Rondon",
           role = c("cre","aut"),
           email = "gabrodriguezrondon@gmail.com",
           comment = c(ORCID = "0009-0005-3769-9921")),
    person(given = "Jean-Marie",
           family = "Dufour",
           role = c("aut"),
           email = "jean-marie.dufour@mcgill.ca"))
Maintainer: Gabriel Rodriguez-Rondon <gabrodriguezrondon@gmail.com>
Description: Implementation of hypothesis testing procedures described in Hansen (1992) <doi:10.1002/jae.3950070506>, Carrasco, Hu, & Ploberger (2014) <doi:10.3982/ECTA8609>, Dufour & Luger (2017) <doi:10.1080/07474938.2017.1307548>, and Rodriguez-Rondon & Dufour (2026a) <doi:10.34989/swp-2026-23> that can be used to identify the number of regimes in Markov switching models. For a detailed description of the package, see Rodriguez-Rondon & Dufour (2026b) <doi:10.34989/swp-2026-7>.
License: GPL(>= 2)
LazyData: TRUE
RoxygenNote: 7.3.3
Encoding: UTF-8
URL: https://github.com/roga11/MSTest
BugReports: https://github.com/roga11/MSTest/issues
Imports:
  stats,
  rlang,
  nloptr,
  Rcpp (>= 1.0.1),
  numDeriv,
  pracma,
  GenSA,
  pso,
  GA,
  graphics
LinkingTo:
  Rcpp,
  RcppArmadillo
Depends:
  R (>= 4.0.0)
Suggests:
  testthat (>= 3.0.0),
  callr,
  knitr,
  rmarkdown
VignetteBuilder: knitr
Config/testthat/edition: 3
SystemRequirements: C++17