%?Example?script?MS_Regress_Fit.m

clear;

addpath（‘m_Files‘）;?%?add?‘m_Files‘?folder?to?the?search?path
addpath（‘data_Files‘）;

logRet=importdata（‘Example_Fex.txt‘）;??%?load?some?Data.

dep=logRet（:1）;????????????????????%?Defining?dependent?variable?from?.mat?file
constVec=ones（length（dep）1）;???????%?Defining?a?constant?vector?in?mean?equation?（just?an?example?of?how?to?do?it）
indep=[constVec?logRet（:2:3）];?????%?Defining?some?explanatory?variables
k=2;????????????????????????????????%?Number?of?States
S=[1?0?0?1];????????????????????????%?Defining?which?parts?of?the?equation?will?switch?states?（column?1?and?variance?only）
advOpt.distrib=‘Normal‘;????????????%?The?Distribution?assumption?（‘Normal‘?‘t‘?or?‘GED‘）
advOpt.std_method=1;????????????????%?Defining?the?method?for?calculation?of?standard?errors.?See?pdf?file?for?more?details

[Spec_Out]=MS_Regress_Fit（depindepkSadvOpt）;?%?Estimating?the?model

rmpath（‘m_Files‘）;
rmpath（‘data_Files‘）;?

?屬性????????????大小?????日期????時間???名稱
-----------?---------??----------?-----??----

?????文件?????465238??2017-04-18?01:40??MS_Regress-Matlab-master\About?the?MS_Regress_Package.pdf

????.......?????58643??2017-04-18?01:40??MS_Regress-Matlab-master\data_Files\Example_FEX.txt

????.......??????2167??2017-04-18?01:40??MS_Regress-Matlab-master\data_Files\GNP_Hamilton.txt

?????文件????????966??2017-04-18?01:40??MS_Regress-Matlab-master\Example_MS_Regress_Fit.m

?????文件????????980??2017-04-18?01:40??MS_Regress-Matlab-master\Example_MS_Regress_Fit_GED_Dist.m

?????文件????????789??2017-04-18?01:40??MS_Regress-Matlab-master\Example_MS_Regress_Fit_MSVAR.m

?????文件???????1183??2017-04-18?01:40??MS_Regress-Matlab-master\Example_MS_Regress_Fit_MultiVar.m

?????文件????????906??2017-04-18?01:40??MS_Regress-Matlab-master\Example_MS_Regress_Fit_t_Dist.m

?????文件???????1641??2017-04-18?01:40??MS_Regress-Matlab-master\Example_MS_Regress_Fit_using_constCoeff.m

?????文件???????1458??2017-04-18?01:40??MS_Regress-Matlab-master\Example_MS_Regress_Fit_with_MEX.m

?????文件???????1461??2017-04-18?01:40??MS_Regress-Matlab-master\Example_MS_Regress_For.m

?????文件???????1358??2017-04-18?01:40??MS_Regress-Matlab-master\Example_MS_Regress_Sim.m

?????文件???????2046??2017-04-18?01:40??MS_Regress-Matlab-master\Example_MS_Regress_Simul_2_States_Multivar.m

?????文件???????2029??2017-04-18?01:40??MS_Regress-Matlab-master\Example_MS_Regress_Simul_3_States.m

?????文件???????2301??2017-04-18?01:40??MS_Regress-Matlab-master\Example_MS_Regress_Simul_and_Fit_2_States.m

?????文件???????2764??2017-04-18?01:40??MS_Regress-Matlab-master\Example_MS_Regress_Simul_and_Fit_2_States_Multivar.m

?????文件???????2556??2017-04-18?01:40??MS_Regress-Matlab-master\Example_MS_Regress_Simul_and_Fit_3_States.m

?????文件???????1071??2017-04-18?01:40??MS_Regress-Matlab-master\LICENSE

????.......??????3280??2017-04-18?01:40??MS_Regress-Matlab-master\m_Files\build_constCoeff.m

????.......??????5370??2017-04-18?01:40??MS_Regress-Matlab-master\m_Files\checkInputs.m

????.......??????2523??2017-04-18?01:40??MS_Regress-Matlab-master\m_Files\checkSize_constCoeff.m

????.......??????2683??2017-04-18?01:40??MS_Regress-Matlab-master\m_Files\check_constCoeff.m

????.......???????562??2017-04-18?01:40??MS_Regress-Matlab-master\m_Files\confuneq_MS_Regress.m

????.......??????7614??2017-04-18?01:40??MS_Regress-Matlab-master\m_Files\doOutScreen.m

????.......??????3130??2017-04-18?01:40??MS_Regress-Matlab-master\m_Files\doOutScreen_MSVAR.m

????.......???????930??2017-04-18?01:40??MS_Regress-Matlab-master\m_Files\doPlots.m

????.......??????4604??2017-04-18?01:40??MS_Regress-Matlab-master\m_Files\getvarMatrix_MS_Regress.m

????.......??????1810??2017-04-18?01:40??MS_Regress-Matlab-master\m_Files\mex_MS_Filter.cpp

????.......?????10786??2017-04-18?01:40??MS_Regress-Matlab-master\m_Files\MS_Regress_Fit.asv

????.......?????10729??2017-04-18?01:40??MS_Regress-Matlab-master\m_Files\MS_Regress_Fit.m

............此處省略19個文件信息