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BMLgarch

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.

  1. install the package in your device using:

library(devtools) install_github("rickycant90/BMLgarch")

  1. load the package:

library(BMLgarch)

  1. install dependencies:

dependencies()

  1. run the bayesian slotmachine:

allspecs()->slotmachine attach(slotmachine)

  1. enjoy.

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Financial modeling tools and orthogonal Markov Switching GARCH models

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