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

Global functions
ecld Man page
ecld-class Man page
ecld.ccdf Man page
ecld.cdf Man page
ecld.kurt Man page
ecld.kurtosis Man page
ecld.mean Man page
ecld.pdf Man page
ecld.sd Man page
ecld.skewness Man page
ecld.var Man page
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.df2ts Man page
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.get_data Man page
ldhmm.get_data.arr Man page Source code
ldhmm.get_data.ts 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.plot_spx_vix_obs Man page Source code
ldhmm.pseudo_residuals Man page Source code
ldhmm.read_csv_by_symbol Man page
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 May 29, 2024, 7:05 a.m.