tests/testthat/_snaps/fHMM_data.md

In loelschlaeger/fHMM: Fitting Hidden Markov Models to Financial Data

data preparation for simulated HMM works

Code
  print(out)
Output
  fHMM simulated data

Code
  summary(out)
Output
  Summary of fHMM simulated data
  * number of observations: 100

data preparation for empirical HMM works

Code
  print(out)
Output
  fHMM empirical data

Code
  summary(out)
Output
  Summary of fHMM empirical data
  * number of observations: 9012 
  * data source: data.frame 
  * date column: Date 
  * log returns: FALSE

data preparation for empirical HHMM works

Code
  print(out)
Output
  fHMM empirical data

Code
  summary(out)
Output
  Summary of fHMM empirical data
  * number of observations: 1839 9012 
  * fine-scale dimension: w 
  * data source: dax.csv dax.csv 
  * date column: Date Date 
  * log returns: FALSE FALSE 
  * coarse-scale merge: function (x) mean(x)

Code
  print(out)
Output
  fHMM empirical data

Code
  summary(out)
Output
  Summary of fHMM empirical data
  * number of observations: 901 9010 
  * fine-scale dimension: 10 
  * data source: dax.csv dax.csv 
  * date column: Date Date 
  * log returns: FALSE FALSE 
  * coarse-scale merge: function (x) mean(x)

loelschlaeger/fHMM documentation built on June 15, 2025, 9:30 a.m.