Nonparametric estimation of regime switching data in matlab

The following Matlab project contains the source code and Matlab examples used for nonparametric estimation of regime switching data. This model was build for data that tends to fluctuate between different regimes but can be applied quite generally.

The source code and files included in this project are listed in the project files section, please make sure whether the listed source code meet your needs there.

Project Files: 

File NameSize
license.txt 1312
data.mat 4453
discretesample.m 3107
getparams.m 130
markovchainmodel.asv 3241
markovchainmodel.m 3690