This function simulates or reads financial data for the fHMM package.
Arguments
- controls
An object of class
fHMM_controls
.- true_parameters
An object of class
fHMM_parameters
, used as simulation parameters. By default,true_parameters = NULL
, i.e., sampled true parameters.- seed
Set a seed for the data simulation. No seed per default.
Value
An object of class fHMM_data
.
Examples
controls <- set_controls()
prepare_data(controls)
#> fHMM simulated data