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Markov Switching Models for growth and stock prices

Cedrick Johnson 
fMarkovSwitching may have what you're looking for somewhat... also 
perhaps the 'MCMCpack' pkg as well

hth,
c

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ben schreiber Markov Switching Models for growth and stock prices Dec 1 Cedrick Johnson Markov Switching Models for growth and stock prices Dec 1 FX Going Models for Day Trading Dec 1 Joshua Ulrich Models for Day Trading Dec 1 Jeff Yan Models for Day Trading Dec 2