prepare_data {fHMM}

Prepare data

Description

This function simulates or reads financial data for the {fHMM} package.

Usage

prepare_data(controls, true_parameters = NULL, seed = NULL)

Arguments

controls

An object of class fHMM_controls.

true_parameters

An object of class fHMM_parameters, used as simulation parameters. By default, true_parameters = NULL, i.e., sampled true parameters.

seed

Set a seed for the data simulation. No seed per default.

Value

An object of class fHMM_data.

Examples

controls <- set_controls()
data <- prepare_data(controls)
class(data)
summary(data)