Files in loelschlaeger/fHMM

Fitting Hidden Markov Models to Financial Data

.github/ISSUE_TEMPLATE/bug.md .github/ISSUE_TEMPLATE/suggestion.md .github/PULL_REQUEST_TEMPLATE/pr_template.md NEWS.md R/RcppExports.R R/compare_models.R R/compute_T_star.R R/compute_ci.R R/compute_residuals.R R/data_and_models.R R/decode_states.R R/download_data.R R/fHMM-package.R R/fHMM_colors.R R/fHMM_controls.R R/fHMM_data.R R/fHMM_events.R R/fHMM_likelihood.R R/fHMM_model.R R/fHMM_parameters.R R/fHMM_sdds.R R/fit_model.R R/get_initial_values.R R/helpers.R R/parameter_labels.R R/plot.R R/read_data.R R/reorder_states.R R/simulate_hmm.R README.Rmd README.md cran-comments.md development_packages.R man/check_date.Rd man/compare_models.Rd man/compute_T_star.Rd man/compute_ci.Rd man/compute_residuals.Rd man/dax.Rd man/dax_model_2n.Rd man/dax_model_3t.Rd man/dax_vw_model.Rd man/decode_states.Rd man/download_data.Rd man/fHMM-package.Rd man/fHMM_colors.Rd man/fHMM_data.Rd man/fHMM_events.Rd man/fHMM_model.Rd man/fHMM_parameters.Rd man/fHMM_sdds.Rd man/find_closest_year.Rd man/fit_model.Rd man/get_initial_values.Rd man/list_to_vector.Rd man/ll_hmm.Rd man/nLL_hhmm.Rd man/nLL_hmm.Rd man/parameter_labels.Rd man/parameter_transformations.Rd man/plot.fHMM_data.Rd man/plot.fHMM_model.Rd man/plot_ll.Rd man/plot_pr.Rd man/plot_sdds.Rd man/plot_ts.Rd man/prepare_data.Rd man/read_data.Rd man/reorder_states.Rd man/set_controls.Rd man/sim_model_2gamma.Rd man/simulate_hmm.Rd man/simulate_observations.Rd man/spx.Rd man/unemp.Rd man/unemp_spx_model_3_2.Rd man/vw.Rd renv/activate.R sticker/create_sticker.R tests/testthat.R tests/testthat/_snaps/fHMM_controls.md tests/testthat/_snaps/fHMM_data.md tests/testthat/_snaps/fHMM_parameters.md tests/testthat/test-compare_models.R tests/testthat/test-compute_T_star.R tests/testthat/test-compute_ci.R tests/testthat/test-compute_residuals.R tests/testthat/test-data_and_models.R tests/testthat/test-decode_states.R tests/testthat/test-download_data.R tests/testthat/test-fHMM_colors.R tests/testthat/test-fHMM_controls.R tests/testthat/test-fHMM_data.R tests/testthat/test-fHMM_events.R tests/testthat/test-fHMM_likelihood.R tests/testthat/test-fHMM_model.R tests/testthat/test-fHMM_parameters.R tests/testthat/test-fHMM_sdds.R tests/testthat/test-fit_model.R tests/testthat/test-get_initial_values.R tests/testthat/test-helpers.R tests/testthat/test-parameter_labels.R tests/testthat/test-plot.R tests/testthat/test-read_data.R tests/testthat/test-reorder_states.R tests/testthat/test-simulate_hmm.R vignettes/fHMM.Rmd vignettes/v01_model_definition.Rmd vignettes/v02_controls.Rmd vignettes/v03_data_management.Rmd vignettes/v04_model_estimation.Rmd vignettes/v05_state_decoding_and_prediction.Rmd vignettes/v06_model_checking.Rmd vignettes/v07_model_selection.Rmd