Financial modeling tools and orthogonal Markov Switching GARCH models
####################PLEASE READ THESE INITIAL INSTRUCTIONS#################
0a. download MSGARCH package in version 0.17.7 and install it.
0b. install devtools package.
- install the package in your device using:
library(devtools) install_github("rickycant90/BMLgarch")
- load the package:
library(BMLgarch)
- install dependencies:
dependencies()
- run the bayesian slotmachine:
allspecs()->slotmachine attach(slotmachine)
- enjoy.