ldhmm.read_sample_object {ldhmm}R Documentation

Read sample ldhmm object

Description

This utility is used to read sample ldhmm object so that the user doesn't need to go through lengthy optimization process to obtain a trained HMM for advanced features.

Usage

ldhmm.read_sample_object(symbol = "spx-daily-m10", extdata_dir = NULL)

Arguments

symbol

Character for the symbol of the time series. Default is spx-daily-m10

extdata_dir

optionally specify user's own extdata folder

Value

The ldhmm object

Author(s)

Stephen H-T. Lihn

Examples

hs <- ldhmm.read_sample_object() # SPX daily 10-state HMM


[Package ldhmm version 0.6.1 Index]