Fitting Hidden Markov Models to Financial Data

Fitting (hierarchical) hidden Markov models to daily share prices provided by < https://finance.yahoo.com/>. See < https://github.com/loelschlaeger/fHMM#readme> for documentation and examples.


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Reference manual

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install.packages("fHMM")

0.3.0 by Lennart Oelschl├Ąger, 3 months ago


Browse source code at https://github.com/cran/fHMM


Authors: Lennart Oelschl├Ąger [aut, cre] , Timo Adam [aut] , Michels Rouven [aut]


Documentation:   PDF Manual  


GPL-3 license


Imports MASS, progress, Rcpp, tseries

Suggests rmarkdown, knitr

Linking to Rcpp, RcppArmadillo


See at CRAN