GAUSS to R conversion 

Yoon, Jae-Ho (2020), Markov-Switching Model with GAUSS

1. GAUSS 

Markov-Switching Model with Gauss

2. R made by Google Gemini

1. Normal distribution   

1) AR(0) model

    y0.R

2. Mixture distribution  

 1) Markov-switching AR(0) model 

    yoon0sa.R 

Kim, C-J. and C. R. Nelson (1999), State-space models with regime switching, MIT Press, Cambridge, Massachusetts. 

1. GAUSS 

Computer Programs and Data to Accompany State-Space Models with Regime-Switching: Classical and Gibbs-Sampling Approaches with Applications

2. R made by Google Gemini

 Chapter 3. State-Space Models and the Kalman Filter 

 tvp.R  - A Time-Varying Parameter Model of U.S. Monetary Growth Function: Based on Kim and Nelson (1989) 

 tvp.prn.txt  - Data

Chapter 4 - Markov-Switching Models

HMT4_KIM.R - An AR(4) Model with a Markov-Switching Mean (2-state): Based on Hamilton's (1989) Filter and Kim's (1994) Smoothing  

gdp4795.prn.txt  - Data

 Chapter 7 - An Introduction to Bayesian Inference and Gibbs Sampling 

gbs_ato.R - A Gibbs-Sampling Approach to a Regression Model with AR(1) Disturbances  

mle_ar4.R - A Maximum Likelihood Estiamtion of a Linear AR(4) Model 

GAUSS Source Code Archive at American University

https://w.american.edu/cas/economics/gaussres/gaussidx.htm 

1. GAUSS 

Simultaneous Equations Estimation 

2. R made by Google Gemini

SCHOEN95.R 

Eric Zivot (2002), GAUSS Resources

1. GAUSS 

https://faculty.washington.edu/ezivot/gaussfaq.htm