fHMM_sdds: Define state-dependent distributions

In fHMM: Fitting Hidden Markov Models to Financial Data

Define state-dependent distributions

Description

This helper function defines state-dependent distributions for the {fHMM} package.

Usage

fHMM_sdds(sdds)

## S3 method for class 'fHMM_sdds'
print(x, ...)

Arguments

sdds	A character (vector) of length two that can be specified for "sdds" in set_controls.
...	Currently not used.

Value

A list of length length(sdds). Each element again is a list, containing

• the "name" of the distribution

• and a list "pars" of its parameters, where unknown parameters are set to NULL.

Examples

## Not run: 
sdds <- c("t(sigma = 0.1, df = Inf)", "gamma", "lnorm(mu = 1)")
fHMM_sdds(sdds)

## End(Not run)

fHMM documentation built on Oct. 12, 2023, 5:10 p.m.