AIC.fHMM_model |
Constructor of a model object |
BIC.fHMM_model |
Constructor of a model object |
coef.fHMM_model |
Constructor of a model object |
compare_models |
Compare multiple models |
compute_residuals |
Compute (pseudo-) residuals |
dax |
Deutscher Aktienindex (DAX) index data |
dax_model_2n |
DAX 2-state HMM with normal distributions |
dax_model_3t |
DAX 3-state HMM with t-distributions |
dax_vw_model |
DAX/VW hierarchical HMM with t-distributions |
decode_states |
Decode the underlying hidden state sequence |
download_data |
Download financial data from Yahoo Finance |
fHMM_data |
Constructor of an 'fHMM_data' object |
fHMM_events |
Checking events |
fHMM_model |
Constructor of a model object |
fHMM_parameters |
Set and check model parameters |
fit_model |
Model fitting |
ll_hmm |
Log-likelihood function of an (H)HMM |
logLik.fHMM_model |
Constructor of a model object |
nobs.fHMM_model |
Constructor of a model object |
npar |
Constructor of a model object |
npar.fHMM_model |
Constructor of a model object |
plot.fHMM_data |
Plot method for an object of class 'fHMM_data' |
plot.fHMM_model |
Plot method for an object of class 'fHMM_model' |
predict.fHMM_model |
Constructor of a model object |
prepare_data |
Prepare data |
print.fHMM_controls |
Define and validate model specifications |
print.fHMM_data |
Constructor of an 'fHMM_data' object |
print.fHMM_events |
Checking events |
print.fHMM_model |
Constructor of a model object |
print.fHMM_parameters |
Set and check model parameters |
reorder_states |
Reorder estimated states |
residuals.fHMM_model |
Constructor of a model object |
set_controls |
Define and validate model specifications |
simulate_hmm |
Simulate data |
sim_model_2gamma |
Simulated 2-state HMM with gamma distributions |
spx |
Standard & Poor’s 500 (S&P 500) index data |
summary.fHMM_controls |
Define and validate model specifications |
summary.fHMM_data |
Constructor of an 'fHMM_data' object |
summary.fHMM_model |
Constructor of a model object |
unemp |
Unemployment rate data USA |
unemp_spx_model_3_2 |
Unemployment rate and S&P 500 hierarchical HMM |
validate_controls |
Define and validate model specifications |
viterbi |
Decode the underlying hidden state sequence |
vw |
Volkswagen AG (VW) stock data |