Files in fHMM
Fitting Hidden Markov Models to Financial Data
MD5
NEWS.md
README.md
NAMESPACE
DESCRIPTION
R/RcppExports.R
R/simulate_data.R
R/fHMM_sdds.R
R/decode_states.R
R/read_data.R
R/fHMM_colors.R
R/fHMM-package.R
R/download_data.R
R/reorder_states.R
R/parameter_labels.R
R/data_and_models.R
R/fHMM_events.R
R/plot.R
R/fHMM_parameters.R
R/compare_models.R
R/fHMM_data.R
R/compute_T_star.R
R/fHMM_controls.R
R/compute_ci.R
R/fHMM_model.R
R/utils.R
R/compute_residuals.R
src/Makevars.win
src/Makevars
src/RcppExports.cpp
src/ll.cpp
inst/doc/v01_model_definition.R
inst/doc/v05_state_decoding_and_prediction.html
inst/doc/v04_model_estimation.html
inst/doc/fHMM.html
inst/doc/v06_model_checking.html
inst/doc/v02_controls.html
inst/doc/fHMM.R
inst/doc/v02_controls.Rmd
inst/doc/v03_data_management.R
inst/doc/v05_state_decoding_and_prediction.R
inst/doc/fHMM.Rmd
inst/doc/v04_model_estimation.R
inst/doc/v01_model_definition.Rmd
inst/doc/v07_model_selection.R
inst/doc/v07_model_selection.Rmd
inst/doc/v06_model_checking.Rmd
inst/doc/v04_model_estimation.Rmd
inst/doc/v06_model_checking.R
inst/doc/v05_state_decoding_and_prediction.Rmd
inst/doc/v07_model_selection.html
inst/doc/v01_model_definition.html
inst/doc/v03_data_management.html
inst/doc/v02_controls.R
inst/doc/v03_data_management.Rmd
inst/extdata/vw.csv
inst/extdata/spx.csv
inst/extdata/dax.csv
build/vignette.rds
build/partial.rdb
tests/testthat.R
tests/testthat/test-download_data.R
tests/testthat/test-fHMM_model.R
tests/testthat/test-plot.R
tests/testthat/test-fHMM_parameters.R
tests/testthat/test-parameter_labels.R
tests/testthat/test-utils.R
tests/testthat/test-compute_T_star.R
tests/testthat/test-read_data.R
tests/testthat/test-fHMM_events.R
tests/testthat/test-decode_states.R
tests/testthat/test-compare_models.R
tests/testthat/test-fHMM_sdds.R
tests/testthat/test-fHMM_colors.R
tests/testthat/test-compute_ci.R
tests/testthat/test-reorder_states.R
tests/testthat/test-fHMM_controls.R
tests/testthat/test-simulate_data.R
tests/testthat/test-compute_residuals.R
tests/testthat/test-fHMM_data.R
tests/testthat/_snaps/fHMM_controls.md
tests/testthat/_snaps/fHMM_data.md
vignettes/ref.bib
vignettes/^GDAXI.csv
vignettes/hhmm.png
vignettes/v02_controls.Rmd
vignettes/hmm.png
vignettes/fHMM.Rmd
vignettes/flowchart.png
vignettes/v01_model_definition.Rmd
vignettes/v07_model_selection.Rmd
vignettes/v06_model_checking.Rmd
vignettes/v04_model_estimation.Rmd
vignettes/v05_state_decoding_and_prediction.Rmd
vignettes/v03_data_management.Rmd
data/vw.rda
data/dax_vw_model.rda
data/dax_model_3t.rda
data/spx.rda
data/dax_model_2n.rda
data/sim_model_4lnorm.rda
data/sim_model_2gamma.rda
data/unemp_spx_model_3_2.rda
data/dax.rda
data/unemp.rda
man/sample_tpm.Rd
man/fHMM_parameters.Rd
man/simulate_observations.Rd
man/gammasCon2gammasUncon.Rd
man/par2parUncon.Rd
man/Gamma2gammasCon.Rd
man/Gamma2gammasUncon.Rd
man/read_data.Rd
man/set_controls.Rd
man/parUncon2parCon.Rd
man/dfCon2dfUncon.Rd
man/sigmaUncon2sigmaCon.Rd
man/parCon2par.Rd
man/simulate_markov_chain.Rd
man/fHMM_events.Rd
man/Gamma2delta.Rd
man/muCon2muUncon.Rd
man/prepare_data.Rd
man/download_data.Rd
man/fHMM_data.Rd
man/compare_models.Rd
man/compute_T_star.Rd
man/sigmaCon2sigmaUncon.Rd
man/compute_residuals.Rd
man/dax_vw_model.Rd
man/plot.fHMM_data.Rd
man/find_closest_year.Rd
man/plot.fHMM_model.Rd
man/sim_model_2gamma.Rd
man/fHMM-package.Rd
man/fHMM_model.Rd
man/sim_model_4lnorm.Rd
man/plot_pr.Rd
man/spx.Rd
man/unemp_spx_model_3_2.Rd
man/fHMM_colors.Rd
man/gammasCon2Gamma.Rd
man/coef.fHMM_model.Rd
man/plot_ll.Rd
man/gammasUncon2Gamma.Rd
man/is_tpm.Rd
man/par2parCon.Rd
man/predict.fHMM_model.Rd
man/nLL_hhmm.Rd
man/nLL_hmm.Rd
man/dax.Rd
man/dfUncon2dfCon.Rd
man/is_number.Rd
man/plot_sdds.Rd
man/parameter_labels.Rd
man/muUncon2muCon.Rd
man/gammasUncon2gammasCon.Rd
man/check_date.Rd
man/compute_ci.Rd
man/match_all.Rd
man/dax_model_3t.Rd
man/plot_ts.Rd
man/reorder_states.Rd
man/dax_model_2n.Rd
man/unemp.Rd
man/decode_states.Rd
man/npar.Rd
man/fit_model.Rd
man/parCon2parUncon.Rd
man/parUncon2par.Rd
man/simulate_data.Rd
man/vw.Rd
man/residuals.fHMM_model.Rd
man/fHMM_sdds.Rd
man/figures/logo.png
man/figures/README-plot_model_fit-1.png
man/figures/README-plots-1.png
man/figures/README-plot_model_residuals-1.png
man/figures/README-plots-2.png
man/figures/README-plot_model_fit-2.png
