dep - Dependent Variable (vector)
indep - Independent variables (a.k.a explanatory variables), can be a vector (one variable) or a matrix
k - Number of States
S - This variable controls for where to include a Markov Switching effect.
advOpt - A structure with advanced options. More details at pdf document
Spec_Output - A structure with following fields:
LL - Log likelihood of fitted model
Probs - States probabilities over time (each column represents each state, ascending order).
Coeff - All estimated coefficients for each state (regression parameters, standard deviation, transition matrix, etc..) Each column represents each state, ascending order).