Man pages for fHMM
Fitting Hidden Markov Models to Financial Data
| check_date | Check date format |
| compare_models | Compare multiple models |
| compute_ci | Compute confidence intervals |
| compute_residuals | Compute (pseudo-) residuals |
| compute_T_star | Compute lengths of fine-scale chunks |
| dax | Deutscher Aktienindex (DAX) index data |
| dax_model_2n | DAX 2-state HMM with normal distributions |
| dax_model_3t | DAX 3-state HMM with t-distributions |
| dax_vw_model | DAX/VW hierarchical HMM with t-distributions |
| decode_states | Decode the underlying hidden state sequence |
| download_data | Download financial data from Yahoo Finance |
| fHMM_colors | Set color scheme for visualizations |
| fHMM_data | Constructor of an 'fHMM_data' object |
| fHMM_events | Checking events |
| fHMM_model | Constructor of a model object |
| fHMM-package | fHMM: Fitting Hidden Markov Models to Financial Data |
| fHMM_parameters | Set and check model parameters |
| fHMM_sdds | Define state-dependent distributions |
| find_closest_year | Find closest year |
| fit_model | Model fitting |
| get_initial_values | Initialization of numerical likelihood optimization |
| list_to_vector | List to vector |
| ll_hmm | Log-likelihood function of an (H)HMM |
| nLL_hhmm | Negative log-likelihood function of an HHMM |
| nLL_hmm | Negative log-likelihood function of an HMM |
| parameter_labels | Create labels for estimated parameters |
| parameter_transformations | Parameter transformations |
| plot.fHMM_data | Plot method for an object of class 'fHMM_data' |
| plot.fHMM_model | Plot method for an object of class 'fHMM_model' |
| plot_ll | Visualization of log-likelihood values |
| plot_pr | Visualize pseudo residuals |
| plot_sdds | Visualization of estimated state-dependent distributions |
| plot_ts | Visualize time series |
| prepare_data | Prepare data |
| read_data | Read data |
| reorder_states | Reorder estimated states |
| set_controls | Define and validate model specifications |
| sim_model_2gamma | Simulated 2-state HMM with gamma distributions |
| simulate_hmm | Simulate data |
| simulate_observations | Simulate state-dependent observations |
| spx | Standard & Poor’s 500 (S&P 500) index data |
| unemp | Unemployment rate data USA |
| unemp_spx_model_3_2 | Unemployment rate and S&P 500 hierarchical HMM |
| vw | Volkswagen AG (VW) stock data |
