weatherMRJD: Weather Analysis and Markov Regime Switching Jump Diffusion Models

Provides statistical tools for analyzing weather patterns, temperature anomalies, and climate risk. Implements Markov regime-switching jump diffusion (MRJD) models to capture abrupt shifts, extreme weather events, and structural breaks in environmental time series data. Estimates model parameters using maximum likelihood estimation and offers utility functions for simulating regime-dependent stochastic processes. The regime-switching methodology is based on Hamilton (1989) "Analysis of Time Series Subject to Changes in Regime" <doi:10.2307/1912559>.

Version:	0.1.1
Imports:	stats
Suggests:	knitr, rmarkdown, testthat (≥ 3.0.0)
Published:	2026-08-20
DOI:	10.32614/CRAN.package.weatherMRJD
Author:	Okechukwu J. Obulezi [aut, cre]
Maintainer:	Okechukwu J. Obulezi <oj.obulezi at unizik.edu.ng>
License:	MIT + file LICENSE
NeedsCompilation:	no
Citation:	weatherMRJD citation info
CRAN checks:	weatherMRJD results

Documentation:

Reference manual:	weatherMRJD.html , weatherMRJD.pdf
Vignettes:	Introduction to weatherMRJD (source, R code)

Downloads:

Package source:	weatherMRJD_0.1.1.tar.gz
Windows binaries:	r-devel: weatherMRJD_0.1.1.zip, r-release: weatherMRJD_0.1.1.zip, r-oldrel: weatherMRJD_0.1.1.zip
macOS binaries:	r-release (arm64): weatherMRJD_0.1.1.tgz, r-oldrel (arm64): weatherMRJD_0.1.1.tgz, r-release (x86_64): weatherMRJD_0.1.1.tgz, r-oldrel (x86_64): weatherMRJD_0.1.1.tgz

Linking:

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