API for ldhmm
Hidden Markov Model for Financial Time-Series Based on Lambda Distribution

Global functions
ldhmm Man page
ldhmm-class Man page
ldhmm-package Man page
ldhmm.calc_stats_from_obs Man page Source code
ldhmm.conditional_prob Man page Source code
ldhmm.decode_stats_history Man page Source code
ldhmm.decoding Man page Source code
ldhmm.drop_outliers Man page Source code
ldhmm.forecast_prob Man page Source code
ldhmm.forecast_state Man page Source code
ldhmm.forecast_volatility Man page Source code
ldhmm.fred_data Man page
ldhmm.gamma_init Man page Source code
ldhmm.ld_stats Man page Source code
ldhmm.log_backward Man page Source code
ldhmm.log_forward Man page Source code
ldhmm.mle Man page Source code
ldhmm.mllk Man page Source code
ldhmm.n2w Man page Source code
ldhmm.oxford_man_index_list Man page Source code
ldhmm.oxford_man_plot_obs Man page Source code
ldhmm.oxford_man_realized_data Man page Source code
ldhmm.oxford_man_ts Man page Source code
ldhmm.plot_spx_vix_obs Man page Source code
ldhmm.pseudo_residuals Man page Source code
ldhmm.read_sample_object Man page
ldhmm.simulate_abs_acf Man page Source code
ldhmm.simulate_state_transition Man page Source code
ldhmm.sma Man page Source code
ldhmm.state_ld Man page Source code
ldhmm.state_pdf Man page Source code
ldhmm.ts_abs_acf Man page
ldhmm.ts_log_rtn Man page Source code
ldhmm.viterbi Man page Source code
ldhmm.w2n Man page Source code
numericOrNull-class Man page
ldhmm documentation built on Jan. 11, 2020, 9:16 a.m.