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发帖数: 5754 | 1 【 以下文字转载自 Quant 讨论区 】
发信人: littletshirt (小仙鹤), 信区: Quant
标 题: regime switching in SAS or C/C++?
发信站: BBS 未名空间站 (Fri Jul 9 13:23:04 2010, 美东)
Any experts experienced with regime switching model implemented in SAS or C/
C++?How to estimate regime switch model parameters in SAS? Or is there C/C++
code/library that does that? thanks. |
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