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-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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