This function simulates or reads financial data for the {fHMM} package.
Usage
prepare_data(controls, true_parameters = NULL, seed = NULL)
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.
Examples
controls <- set_controls()
data <- prepare_data(controls)
class(data)
#> [1] "fHMM_data"
summary(data)
#> Summary of fHMM simulated data
#> * number of observations: 100
