MS-TVTP with Gibbs Sample
a markov switching with time varying parameter with Gibbs sample code
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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 (2026). MS-TVTP with Gibbs Sample (https://uk.mathworks.com/matlabcentral/fileexchange/50732-ms-tvtp-with-gibbs-sample), MATLAB Central File Exchange. Retrieved .
Acknowledgements
Inspired by: Bayesian robust hidden Markov model
General Information
- Version 1.1.0.0 (5.28 KB)
MATLAB Release Compatibility
- Compatible with any release
Platform Compatibility
- Windows
- macOS
- Linux
