Create markov.jl

src/markov.jl

@@ -0,0 +1,28 @@
+function MSModel(xout, xin; k_regime=2, intercept="switching")    
+    xout .= MarSwitching.MSModel(Float64.(xin), k_regime, intercept=intercept)
+end
+
+
+"""
+    MSModel(ds; k_switching=2, intercept="switching")
+
+Compute the autocorrelation of a dataset `ds` along the time dimension.
+
+# Arguments
+- `ds`: The input dataset.
+- `lags`: The number of lags to compute autocorrelation for. Default is 30.
+
+# Returns
+The autocorrelation of the input dataset `ds` along the time dimension.
+
+"""
+function MSModel(ds; k_regime=2, intercept = "switching")
+
+    # Dimensions
+    indims = InDims("Ti")
+    outdims = OutDims(Dim{:MSM}(1))
+    # outdims = OutDims()
+
+    return mapCube(Climat.MSModel, ds, indims=indims, outdims=outdims, k_regime=k_regime, intercept=intercept, nthreads=Threads.nthreads())
+
+end