ldhmm.read_sample_object: Read sample ldhmm object
In ldhmm: Hidden Markov Model for Financial Time-Series Based on Lambda Distribution
ldhmm.read_sample_object R Documentation
Read sample ldhmm object
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
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
hs <- ldhmm.read_sample_object() # SPX daily 10-state HMM
ldhmm documentation built on May 29, 2024, 7:05 a.m.
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| ldhmm.read_sample_object | R Documentation |
Read sample ldhmm object
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
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
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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