fHMM: Fitting Hidden Markov Models to Financial Data

Fitting (hierarchical) hidden Markov models to daily share prices provided by <https://finance.yahoo.com/>. See <https://github.com/loelschlaeger/fHMM#readme> for documentation and examples.

Version: 0.3.0
Depends: R (≥ 3.5.0)
Imports: MASS, progress, Rcpp, tseries
LinkingTo: Rcpp, RcppArmadillo
Suggests: rmarkdown, knitr
Published: 2021-06-16
Author: Lennart Oelschläger [aut, cre], Timo Adam [aut], Michels Rouven [aut]
Maintainer: Lennart Oelschläger <lennart.oelschlaeger at uni-bielefeld.de>
License: GPL-3
NeedsCompilation: yes
Materials: README NEWS
CRAN checks: fHMM results


Reference manual: fHMM.pdf
Vignettes: How to process financial data in fHMM?
How to debug fHMM?
How does fHMM process model parameters?
How to interprete fHMM outputs?
How to specify a model in fHMM?


Package source: fHMM_0.3.0.tar.gz
Windows binaries: r-devel: fHMM_0.3.0.zip, r-devel-UCRT: fHMM_0.3.0.zip, r-release: fHMM_0.3.0.zip, r-oldrel: fHMM_0.3.0.zip
macOS binaries: r-release (arm64): fHMM_0.3.0.tgz, r-release (x86_64): fHMM_0.3.0.tgz, r-oldrel: fHMM_0.3.0.tgz
Old sources: fHMM archive


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