Unable to get msvar package

Dear all,

I can't get the msvar package (and not even MSBVAR). While trying to get it, I receive the error message:
install.packages("msvar", dep = T)
Warning in install.packages :
package ‘msvar’ is not available (for R version 3.5.1)

msvar is currently archived. Looking around on forums, I found this possible alternative way:

url <- "https://cran.r-project.org/src/contrib/Archive/MSVAR/"
pkgFile <- "MSVAR_0.0.tar.gz"
download.file(url = url, destfile = pkgFile)
install.packages(pkgs=pkgFile, type="source", repos=NULL)

But I still get the error:

Error in getOctD(x, offset, len) : invalid octal digit
Warning in install.packages :
installation of package ‘MSVAR_0.0.tar.gz’ had non-zero exit status

Any way to solve this? Any new packages to perform Markov switching VAR models??



1 Like