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: [fHMM_controls]
An object of class fHMM_controls.
true_parameters: [NULL | fHMM_parameters]
An object of class fHMM_parameters, used as simulation parameters. By default, true_parameters = NULL, i.e., sampled true parameters.
seed: [NULL | integer(1)]
Set a seed for the data simulation. No seed by default.

Value

An object of class fHMM_data.

Examples

controls <- set_controls()
data <- prepare_data(controls)
class(data)
#> [1] "fHMM_data"
summary(data)
#> Summary of fHMM simulated data
#> * number of observations: 100