H2SPOR                  Inference method for two regimes
H2SPOR_DynProg          Inference method that does not require a priori
                        knowledge of the number of regimes and uses
                        dynamic programming
HKSPOR                  Inference method for any number K of regimes
HKSPOR_DynProg          Inference method for any number K of regimes
                        using dynamic programming
