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fHMM  

Fitting Hidden Markov Models to Financial Data
View on CRAN: Click here


Download and install fHMM package within the R console
Install from CRAN:
install.packages("fHMM")

Install from Github:
library("remotes")
install_github("cran/fHMM")

Install by package version:
library("remotes")
install_version("fHMM", "1.4.2")



Attach the package and use:
library("fHMM")
Maintained by
Lennart Oelschläger
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-02-22
Latest Update: 2025-03-24
Description:
Fitting (hierarchical) hidden Markov models to financial data via maximum likelihood estimation. See Oelschl
How to cite:
Lennart Oelschläger (2021). fHMM: Fitting Hidden Markov Models to Financial Data. R package version 1.4.2, https://cran.r-project.org/web/packages/fHMM. Accessed 25 Aug. 2026.
Previous versions and publish date:
(2026-07-09 07:37), 0.1.0 (2021-02-22 17:20), 0.2.0 (2021-03-14 01:10), 0.3.0 (2021-06-16 18:00), 1.0.0 (2022-03-14 10:30), 1.0.1 (2022-04-07 15:42), 1.0.2 (2022-05-03 00:52), 1.0.3 (2022-07-07 12:50), 1.1.0 (2023-02-14 10:50), 1.1.1 (2023-10-12 16:30), 1.2.0 (2023-12-13 15:50), 1.2.1 (2024-01-15 16:10), 1.2.2 (2024-02-24 22:20), 1.3.0 (2024-04-30 11:20), 1.3.1 (2024-05-31 15:30), 1.4.0 (2024-08-26 20:20), 1.4.1 (2024-09-16 12:00), 1.4.2 (2025-03-24 02:00)
Other packages that cited fHMM R package
View fHMM citation profile
Other R packages that fHMM depends, imports, suggests or enhances
Complete documentation for fHMM
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