prepare_data: Prepare data

In fHMM: Fitting Hidden Markov Models to Financial Data

Prepare data

Description

This function simulates or reads financial data for the {fHMM} package.

Usage

prepare_data(controls, true_parameters = NULL, seed = NULL)

Arguments

controls	An object of class fHMM_controls.
true_parameters	An object of class fHMM_parameters, used as simulation parameters. By default, true_parameters = NULL, i.e., sampled true parameters.
seed	Set a seed for the data simulation. No seed per default.

Value

An object of class fHMM_data.

Examples

controls <- set_controls()
data <- prepare_data(controls)
class(data)
summary(data)

fHMM documentation built on April 3, 2025, 5:49 p.m.