
Function reference
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set_controls()
print(<fHMM_controls>)
- Set and validate controls
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download_data()
- Download financial data from Yahoo Finance
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prepare_data()
- Prepare data
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fHMM_parameters()
print(<fHMM_parameters>)
- Set and check model parameters
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fHMM_data()
print(<fHMM_data>)
summary(<fHMM_data>)
- Constructor of an
fHMM_data
object
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plot(<fHMM_data>)
- Plot method for an object of class
fHMM_data
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fit_model()
print(<fHMM_model>)
- Model fitting
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fHMM_model()
- Constructor of a model object
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decode_states()
- Decode the underlying hidden state sequence
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reorder_states()
- Reorder estimated states
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coef(<fHMM_model>)
- Model coefficients
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npar()
- Number of model parameters
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compare_models()
- Compare multiple models
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compute_residuals()
- Compute (pseudo-) residuals
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plot(<fHMM_model>)
- Plot method for an object of class
fHMM_model
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fHMM_colors()
- Set color scheme for visualizations
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fHMM_events()
print(<fHMM_events>)
- Checking events
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predict(<fHMM_model>)
- Prediction
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residuals(<fHMM_model>)
- Residuals
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dax
- Deutscher Aktienindex (DAX) index data
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spx
- Standard & Poor’s 500 (S&P 500) index data
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unemp
- Unemployment rate data USA
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vw
- Volkswagen AG (VW) stock data
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dax_model_2n
- DAX 2-state HMM with normal distributions
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dax_model_3t
- DAX 3-state HMM with t-distributions
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dax_vw_model
- DAX/VW hierarchical HMM with t-distributions
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sim_model_2gamma
- Simulated 2-state HMM with gamma distributions
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sim_model_4lnorm
- Simulated 4-state HMM with log-normal distributions
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unemp_spx_model_3_2
- Unemployment rate and S&P 500 hierarchical HMM
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check_date()
- Check date format
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find_closest_year()
- Find the closest year to a given date
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is_number()
- Check for integers
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is_tpm()
- Check for transition probability matrix
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match_all()
- Best-possible match of two numeric vectors
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sample_tpm()
- Sample transition probability matrices
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simulate_markov_chain()
- Simulate Markov chain