Function reference
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set_controls()
- Set and check controls
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download_data()
- Downloading financial data
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prepare_data()
- Prepare data
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fHMM_parameters()
- Setting and checking model parameters
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plot(<fHMM_data>)
- Plot method for an object of class
fHMM_data
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fit_model()
- Model fitting
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decode_states()
- Decoding the underlying hidden state sequence
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reorder_states()
- Reordering of estimated states
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coef(<fHMM_model>)
- Model coefficients
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compare_models()
- Comparing multiple
fHMM_model
-objects
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compute_residuals()
- Computing (pseudo-) residuals
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plot(<fHMM_model>)
- Plot method for an object of class
fHMM_model
-
fHMM_colors()
- Setting color scheme for visualizations
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fHMM_events()
- Checking events
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predict(<fHMM_model>)
- Prediction
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dax_model_2n
- DAX 2-state HMM
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dax_model_3t
- DAX 3-state HMM
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dax_vw_model
- DAX/VW hierarchical HMM
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sim_model_2gamma
- Simulated 2-state HMM
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check_date()
- Check date format "YYYY-MM-DD"
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is_number()
- Check for integers
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is_tpm()
- Check for tpm
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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 a Markov chain