Autoregressive Markov Switching Model函数用于评估、仿真及预测自回归的马尔可夫转换模型。可以选择用于模型估计的分布函数。用于研究时间序列结构性变化，分析金融、股市乃至通货膨胀的研究-Autoregressive Markov Switching Model function for the assessment, simulation and forecasting autoregressive Markov switching model. Estimate

交互多模型算法是一种用模型集描述系统各个时刻的状态，相对于单模型系统有很大的适应性，其模型集之间的切换是一个马尔科夫过程，按照状态转移概率矩阵进行切换的-Interacting multiple model algorithm is a model used to describe the system sets the status of each moment, as opposed to a single model system has great flexibility, the mo