Hidden Markov Model for Continuous Observations Processes

baumwelchcont | Baum-Welch Algorithm |

HMMCont-package | Hidden Markov Model for Continuous Observations Processes |

hmmcontSimul | Simulation of an observation and underlying Markov processes... |

hmmsetcont | Setting an initial HMM object |

logreturns | Calculating Log-returns |

Prices | A dummy data set of prices. |

statesDistributionsPlot | Probability Density Functions of the States |

viterbicont | Viterbi Algorithm |

Embedding an R snippet on your website

Add the following code to your website.

For more information on customizing the embed code, read Embedding Snippets.