Package: MSVAR
Version: 0.0
Date: 2008-29-08
Title: Markov Switching VAR
Author: James Eustace <james.eustace@omam.co.uk>. 
Maintainer: James Eustace <james.eustace@omam.co.uk>
Depends: R (>= 2.0.1)
Description: MSVAR estimates a 2 state Markov Switching VAR. The likelihood
  function is solved via numerical optimizaton using R's 'nlminb' optimization
  routine. Further packages will include models with more than 2 states, switching
  exogenous variables and the use of simulated annealing in the optimization process
  to avoid finding local solutions.
License: GPL (>= 2)
Packaged: Sun Aug 31 09:30:13 2008; Jamie
