MS-TVTP with Gibbs Sample

Version 1.1.0.0 (5.28 KB) by ramzi
a markov switching with time varying parameter with Gibbs sample code
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Updated 4 May 2015

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I written my code to study the fluctuation of the industrial production index of the Tunisian economy and the Frensh one which is the chaptre four of my thesis.

Cite As

ramzi (2024). MS-TVTP with Gibbs Sample (https://www.mathworks.com/matlabcentral/fileexchange/50732-ms-tvtp-with-gibbs-sample), MATLAB Central File Exchange. Retrieved .

MATLAB Release Compatibility
Created with R2011b
Compatible with any release
Platform Compatibility
Windows macOS Linux
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Acknowledgements

Inspired by: Bayesian robust hidden Markov model

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Version Published Release Notes
1.1.0.0

The MS-TVTP with Gibbs Sample
1.0.0.0