ldhmm.read_sample_object: Read sample ldhmm object
In ldhmm: Hidden Markov Model for Financial Time-Series Based on Lambda Distribution
Description
Usage
Arguments
Value
Author(s)
Examples
Description
This utility is used to read sample ldhmm object so that the user doesn't need to go through
lengthy optimization process to obtain a trained HMM for advanced features.
Usage
1
ldhmm.read_sample_object(symbol = "spx-daily-m10", extdata_dir = NULL)
Arguments
symbol
Character for the symbol of the time series. Default is spx-daily-m10
extdata_dir
optionally specify user's own extdata folder
Value
The ldhmm object
Author(s)
Stephen H-T. Lihn
Examples
1
hs <- ldhmm.read_sample_object() # SPX daily 10-state HMM
ldhmm documentation built on Jan. 11, 2020, 9:16 a.m.
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Description Usage Arguments Value Author(s) Examples
Description
This utility is used to read sample ldhmm object so that the user doesn't need to go through lengthy optimization process to obtain a trained HMM for advanced features.
Usage
1 | ldhmm.read_sample_object(symbol = "spx-daily-m10", extdata_dir = NULL)
|
Arguments
symbol |
Character for the symbol of the time series. Default is |
extdata_dir |
optionally specify user's own extdata folder |
Value
The ldhmm object
Author(s)
Stephen H-T. Lihn
Examples
1 | hs <- ldhmm.read_sample_object() # SPX daily 10-state HMM
|
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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