Sylvia Frühwirth-Schnatter: Finite Mixture and Markov Switching Models (2007)
MATLAB Package bayesf
The new Version 2.0 of the Matlab-Package bayesf to analyze some of the finite mixture and Markov switching models discussed in the book is now available. This package comes in two parts:
The author would very much appreciate comments and suggestions how to enlarge and improve this package in the future.