Nothing
## ----include = FALSE----------------------------------------------------------
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>",
fig.path = "fHMM-"
)
## ----load fHMM, message = FALSE-----------------------------------------------
library("fHMM")
## -----------------------------------------------------------------------------
download_data(symbol = "^GDAXI", file = "dax.csv")
## ----set controls emp hmm-----------------------------------------------------
controls <- list(
states = 3,
sdds = "t",
data = list(file = "dax.csv",
date_column = "Date",
data_column = "Close",
logreturns = TRUE),
fit = list(runs = 50)
)
set_controls(controls)
## ----set controls sim hmm-----------------------------------------------------
controls <- list(
states = 2,
sdds = "gamma(mu = 0.5|2)",
horizon = 500
)
set_controls(controls)
## ----set controls hhmm--------------------------------------------------------
controls <- list(
hierarchy = TRUE,
horizon = c(100, 10),
sdds = c("t(df = 1)", "t(df = Inf)"),
period = "m"
)
set_controls(controls)
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