Prepare data — prepare_data • fHMM

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.

Value

An object of class fHMM_data.

Examples

controls <- set_controls()
prepare_data(controls)
#> fHMM simulated data