API for fHMM
Fitting Hidden Markov Models to Financial Data

Global functions
.onAttach Source code
AIC.fHMM_model Man page Source code
BIC.fHMM_model Man page Source code
Gamma2gammasCon Man page Source code
Gamma2gammasUncon Man page Source code
LL_HHMM_Rcpp Source code
LL_HMM_Rcpp Source code
check_date Man page Source code
coef.fHMM_model Man page Source code
compare_models Man page Source code
compute_T_star Man page Source code
compute_ci Man page Source code
compute_residuals Man page Source code
dax Man page
dax_model_2n Man page
dax_model_3t Man page
dax_vw_model Man page
decode_states Man page Source code
dfCon2dfUncon Man page Source code
dfUncon2dfCon Man page Source code
download_data Man page Source code
fHMM Man page
fHMM-package Man page
fHMM_colors Man page Source code
fHMM_data Man page Source code
fHMM_events Man page Source code
fHMM_model Man page Source code
fHMM_parameters Man page Source code
fHMM_sdds Man page Source code
find_closest_year Man page Source code
fit_model Man page Source code
gammasCon2Gamma Man page Source code
gammasCon2gammasUncon Man page Source code
gammasUncon2Gamma Man page Source code
gammasUncon2gammasCon Man page Source code
get_initial_values Man page Source code
list_to_vector Man page Source code
ll_hmm Man page Source code
logLik.fHMM_model Man page Source code
muCon2muUncon Man page Source code
muUncon2muCon Man page Source code
nLL_hhmm Man page Source code
nLL_hmm Man page Source code
nobs.fHMM_model Man page Source code
npar Man page Source code
npar.fHMM_model Man page Source code
par2parCon Man page Source code
par2parUncon Man page Source code
parCon2par Man page Source code
parCon2parUncon Man page Source code
parUncon2par Man page Source code
parUncon2parCon Man page Source code
parameter_labels Man page Source code
parameter_transformations Man page
plot.fHMM_data Man page Source code
plot.fHMM_model Man page Source code
plot_ll Man page Source code
plot_pr Man page Source code
plot_sdds Man page Source code
plot_ts Man page Source code
predict.fHMM_model Man page Source code
prepare_data Man page Source code
print.fHMM_controls Man page Source code
print.fHMM_data Man page Source code
print.fHMM_events Man page Source code
print.fHMM_model Man page Source code
print.fHMM_parameters Man page Source code
print.fHMM_predict Source code
print.fHMM_sdds Man page Source code
print.summary.fHMM_data Source code
print.summary.fHMM_model Source code
read_data Man page Source code
reorder_states Man page Source code
residuals.fHMM_model Man page Source code
set_controls Man page Source code
sigmaCon2sigmaUncon Man page Source code
sigmaUncon2sigmaCon Man page Source code
sim_model_2gamma Man page
simulate_hmm Man page Source code
simulate_observations Man page Source code
spx Man page
summary.fHMM_controls Man page Source code
summary.fHMM_data Man page Source code
summary.fHMM_model Man page Source code
unemp Man page
unemp_spx_model_3_2 Man page
validate_controls Man page Source code
viterbi Man page Source code
vw Man page
fHMM documentation built on April 3, 2025, 5:49 p.m.