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Tutorials for the mssm toolbox!

Home Page: https://github.com/JoKra1/mssm

License: GNU General Public License v3.0

Jupyter Notebook 100.00%
gams generalized-additive-mixed-models generalized-additive-models markov-model python

mssm_tutorials's Introduction

mssm_tutorials

Description

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).

Installation

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!

To get started

  • 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.

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