Fitting Hidden Markov Models to Financial Data
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Documentation for package ‘fHMM’ version 1.0.3
Help Pages
| coef.fHMM_model | Model coefficients |
| compare_models | Comparing multiple 'fHMM_model'-objects |
| compute_residuals | Computing (pseudo-) residuals |
| dax_model_2n | DAX 2-state HMM |
| dax_model_3t | DAX 3-state HMM |
| dax_vw_model | DAX/VW hierarchical HMM |
| decode_states | Decoding the underlying hidden state sequence |
| download_data | Downloading financial data |
| fHMM_events | Checking events |
| fHMM_parameters | Setting and checking model parameters |
| fit_model | Model fitting |
| npar | Number of model parameters |
| npar.fHMM_model | Number of model parameters |
| plot.fHMM_data | Plot method for an object of class 'fHMM_data' |
| plot.fHMM_model | Plot method for an object of class 'fHMM_model' |
| predict.fHMM_model | Prediction |
| prepare_data | Prepare data |
| reorder_states | Reordering of estimated states |
| residuals.fHMM_model | Residuals |
| set_controls | Set and check controls |
| sim_model_2gamma | Simulated 2-state HMM |