Tutorials for the Markov-switching Spline Models (mssm) toolbox. mssm is a toolbox to estimate Generalized Additive Mixed Models (GAMMs) semi Markov-switching GAMMs (sMs-GAMMs) and sMs Impulse Response GAMMs (sMs-IR-GAMMs).
To install mssm simply run:
conda create -n mssm_env python=3.10
conda activate mssm_env
pip install mssm
pip install matplotlib # Only needed for tutorials
Subsequently, clone this tutorial repository into a folder of your choice:
git clone https://github.com/JoKra1/mssm_tutorials.git
After selecting the conda environment you just created as kernel, you can start working through the tutorials!
- With GAMMs: Take a look at tutorial 1.
- With sms-IR-GAMMs: Take a look at tutorial 2.
- With sms-GAMMs: Take a look at tutorial 3.