Nothing
## ----include = FALSE----------------------------------------------------------
knitr::opts_chunk$set(
collapse = TRUE,
comment = "#>",
fig.dim = c(10,6),
out.width = "80%",
fig.align = 'center',
fig.path = "fHMM-"
)
library("fHMM")
## ----data preparation---------------------------------------------------------
controls <- list(
states = 3,
sdds = "t",
data = list(file = system.file("extdata", "dax.csv", package = "fHMM"),
date_column = "Date",
data_column = "Close",
from = "2000-01-01",
to = "2021-12-31",
logreturns = TRUE),
fit = list("runs" = 100)
)
controls <- set_controls(controls)
data <- prepare_data(controls)
## ----fit, eval=FALSE----------------------------------------------------------
# dax_model_3t <- fit_model(data, seed = 1, verbose = FALSE)
## ----access model-------------------------------------------------------------
data(dax_model_3t)
## ----summarize model----------------------------------------------------------
summary(dax_model_3t)
## ----plot-sdds----------------------------------------------------------------
plot(dax_model_3t, plot_type = "sdds")
## ----plot-lls-----------------------------------------------------------------
plot(dax_model_3t, plot_type = "ll")
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