inst/doc/v07_model_selection.R

In fHMM: Fitting Hidden Markov Models to Financial Data

## ----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")

## ----compare------------------------------------------------------------------
data(dax_model_2n)
data(dax_model_3t)
compare_models(dax_model_2n, dax_model_3t)