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Sylvia Frühwirth-Schnatter: Finite Mixture and Markov Switching Models (2007)

Errata

application/x-octet-streamErrata (59KB, PDF)

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.