coef.fHMM_model | Model coefficients |
compare_models | Comparing multiple 'fHMM_model'-objects |
compute_residuals | Computing (pseudo-) residuals |
dax_model_2n | DAX 2-state HMM |
dax_model_3t | DAX 3-state HMM |
dax_vw_model | DAX/VW hierarchical HMM |
decode_states | Decoding the underlying hidden state sequence |
download_data | Downloading financial data |
fHMM_events | Checking events |
fHMM_parameters | Setting and checking model parameters |
fit_model | Model fitting |
npar | Number of model parameters |
npar.fHMM_model | Number of model parameters |
plot.fHMM_data | Plot method for an object of class 'fHMM_data' |
plot.fHMM_model | Plot method for an object of class 'fHMM_model' |
predict.fHMM_model | Prediction |
prepare_data | Prepare data |
reorder_states | Reordering of estimated states |
residuals.fHMM_model | Residuals |
set_controls | Set and check controls |
sim_model_2gamma | Simulated 2-state HMM |