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Alexey M

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10 Feb 2010 MS_Regress - A Package for Markov Regime Switching Models in Matlab Functions to Estimate, Simulate and Forecast Markov Regime Switching Models in Matlab Author: Marcelo Perlin

Hi Marcelo,

I've tried to run a couple of examples from your package and got following error:
Error using ==> fmincon
FMINCON cannot continue because...
Variable 'indep_nS' is used as a command/function.

There is probably a mistake in the code with vector of n-S independent parameters in the likelihood function. Unfortunately, I could not find where the problem is.
Could you help please.

PS: Thanks a lot for this package.

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