View source: R/fHMM_controls.R
set_controls | R Documentation |
This function sets and validates the specification of controls for model estimation with the {fHMM} package.
set_controls(controls = NULL)
## S3 method for class 'fHMM_controls'
print(x, ...)
controls |
A Either none, all, or selected parameters can be specified. Unspecified parameters are set to default values (see the values in brackets below). If
|
x |
An object of class |
... |
Currently not used. |
See the vignettes for more details on how to specify controls
.
An object of class fHMM_controls
.
### HMM controls for simulation
controls <- list(
states = 2,
sdds = "t(mu = 0)",
fit = list("runs" = 50)
)
set_controls(controls)
### HMM controls with empirical data
data <- download_data("^GDAXI", file = NULL)
controls <- list(
states = 3,
sdds = "lnorm",
data = list(
"file" = data,
"date_column" = "Date",
"data_column" = "Adj.Close"
)
)
set_controls(controls)
### HMM controls with empirical data from .csv-file
controls <- list(
states = 4,
sdds = "t",
data = list(
"file" = system.file("extdata", "dax.csv", package = "fHMM"),
"date_column" = "Date",
"data_column" = "Close",
"logreturns" = TRUE
)
)
set_controls(controls)
### HHMM controls for simulation
controls <- list(
hierarchy = TRUE,
states = c(3, 2)
)
set_controls(controls)
### HHMM controls with empirical data
controls <- list(
hierarchy = TRUE,
states = c(3, 2),
sdds = c("t", "t"),
data = list(
"file" = list(dax, vw),
"date_column" = c("Date", "Date"),
"data_column" = c("Close", "Close"),
"logreturns" = c(TRUE, TRUE)
)
)
set_controls(controls)
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