MarkovRegression

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Cory Tang

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Sep 14, 2021, 10:22:41 AMSep 14
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I am working on a problem related to regime switching, and I am referencing from the website below.


Per the given examples, showed that the .MarkovRegression could retrieve results below
 - .summary()
 - .smoothed_marginal_probabilities[0]
 - .expected_durations

I would like know to whether it could retrieve covariance for the regimes? On the other hand, is there any command that can use for list out all the functions from [MarkovRegression] ?

Thank you in advance.
:) 






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