# Markov Switching Regression

**URL:** <https://discourse.julialang.org/t/markov-switching-regression/23223>\
**Category:** Statistics\
**Created:** [April 16, 2019, 10:15pm UTC](https://discourse.julialang.org/t/markov-switching-regression/23223 "2019-04-16T22:15:01Z")\
**Posts on this page:** 5\
**Page:** 1

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**Author:** ![tbeason](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/tbeason/32/15898_2.png) [@tbeason](https://discourse.julialang.org/u/tbeason)\
**Post date:** [April 16, 2019, 10:15pm UTC](https://discourse.julialang.org/t/markov-switching-regression/23223/1 "2019-04-16T22:15:01Z")

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Is there anything like [GitHub - msperlin/MS\_Regress-Matlab: Repository for MS\_Regress, a matlab package for estimation and simulation of markov regime switching models](https://github.com/msperlin/MS_Regress-Matlab) for Markov “regime switching” written in Julia? I know we have quite a bit of stuff for more complicated Markov models, but does any of it handle the simple stuff like this?

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**Author:** ![tbeason](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/tbeason/32/15898_2.png) [@tbeason](https://discourse.julialang.org/u/tbeason)\
**Post date:** [October 6, 2022, 12:34pm UTC](https://discourse.julialang.org/t/markov-switching-regression/23223/2 "2022-10-06T12:34:37Z")

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Bumping this topic since someone else brought it back to my attention. Still would be nice to have something like this in a package.

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**Author:** ![m-dadej](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/m-dadej/32/51609_2.png) [@m-dadej](https://discourse.julialang.org/u/m-dadej)\
**Post date:** [August 22, 2023, 4:14pm UTC](https://discourse.julialang.org/t/markov-switching-regression/23223/3 "2023-08-22T16:14:58Z")

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Hey, there is package you are looking for now. I am developing it. [GitHub - m-dadej/Mars.jl: MARS.jl: Julia package for MARkov Switching dynamic models](https://github.com/m-dadej/Mars.jl)

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**Author:** ![tbeason](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/tbeason/32/15898_2.png) [@tbeason](https://discourse.julialang.org/u/tbeason)\
**Post date:** [August 22, 2023, 7:07pm UTC](https://discourse.julialang.org/t/markov-switching-regression/23223/4 "2023-08-22T19:07:09Z")

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Very cool!

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**Author:** ![m-dadej](https://sea2.discourse-cdn.com/julialang/user_avatar/discourse.julialang.org/m-dadej/32/51609_2.png) [@m-dadej](https://discourse.julialang.org/u/m-dadej)\
**Post date:** [October 3, 2023, 3:16pm UTC](https://discourse.julialang.org/t/markov-switching-regression/23223/5 "2023-10-03T15:16:10Z")

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Update: the package is now in general registry but unfortunately had to change the name to MarSwitching.jl

> **[GitHub - m-dadej/MarSwitching.jl: MarSwitching.jl: Julia package for Markov...](https://github.com/m-dadej/MarSwitching.jl)**
>
> MarSwitching.jl: Julia package for Markov Switching dynamic models - GitHub - m-dadej/MarSwitching.jl: MarSwitching.jl: Julia package for Markov Switching dynamic models