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: | 0.1.0 |
Depends: | R (≥ 3.5.0) |
Imports: | MASS, progress, Rcpp, tseries |
LinkingTo: | Rcpp, RcppArmadillo |
Published: | 2021-02-22 |
Author: | Lennart Oelschläger [aut, cre], Timo Adam [aut] |
Maintainer: | Lennart Oelschläger <lennart.oelschlaeger at uni-bielefeld.de> |
License: | GPL-3 |
NeedsCompilation: | yes |
Materials: | README |
CRAN checks: | fHMM results |
Reference manual: | fHMM.pdf |
Package source: | fHMM_0.1.0.tar.gz |
Windows binaries: | r-devel: fHMM_0.1.0.zip, r-release: not available, r-oldrel: not available |
macOS binaries: | r-release: fHMM_0.1.0.tgz, r-oldrel: not available |
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