Nothing
## ----include = FALSE----------------------------------------------------------
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>",
fig.dim = c(10,6),
out.width = "80%",
fig.align = 'center',
fig.path = "fHMM-"
)
## ----load fHMM, message = FALSE-----------------------------------------------
library("fHMM")
## ----head dax, results = FALSE------------------------------------------------
system.file("extdata", "dax.csv", package = "fHMM")
system.file("extdata", "vw.csv", package = "fHMM")
## ----prepare_data example-----------------------------------------------------
controls <- list(
states = 3,
sdds = "t",
data = list(file = system.file("extdata", "dax.csv", package = "fHMM"),
date_column = "Date",
data_column = "Close",
logreturns = TRUE)
)
controls <- set_controls(controls)
data <- prepare_data(controls)
summary(data)
## ----eval = FALSE-------------------------------------------------------------
# download_data(symbol, from, to, file)
## -----------------------------------------------------------------------------
dax <- download_data(symbol = "^GDAXI", from = "2000-01-01", to = Sys.Date())
head(dax)
## ----events-------------------------------------------------------------------
events <- fHMM:::fHMM_events(
list(
dates = c("2001-09-11","2008-09-15","2020-01-27"),
labels = c("9/11 terrorist attack","Bankruptcy of Lehman Brothers","First COVID-19 case in Germany")
)
)
print(events)
plot(data, events = events)
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