Other packages > Find by keyword >

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", "1.2.2")



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: 2023-02-14
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 1.2.2, https://cran.r-project.org/web/packages/fHMM
Previous versions and publish date:
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)
Other packages that cited fHMM R package
View fHMM citation profile
Other R packages that fHMM depends, imports, suggests or enhances
Downloads during the last 30 days
Get rewarded with contribution points by helping add
Reviews / comments / questions /suggestions ↴↴↴

Today's Hot Picks in Authors and Packages

steepness  
Testing Steepness of Dominance Hierarchies
The steepness package computes steepness as a property of dominance hierarchies. Steepness is define ...
Download / Learn more Package Citations See dependency  
critpath  
Setting the Critical Path in Project Management
Solving the problem of project management using CPM (Critical Path Method), PERT (Program Evaluation ...
Download / Learn more Package Citations See dependency  
mistral  
Methods in Structural Reliability
Various reliability analysis methods for rare event inference (computing failure probability and qua ...
Download / Learn more Package Citations See dependency  
rdbnomics  
Download DBnomics Data
R access to hundreds of millions data series from DBnomics API (). ...
Download / Learn more Package Citations See dependency  
ftaproxim  
Fault Tree Analysis Based on Proxel Simulation
Calculation and plotting of instantaneous unavailabilities of basic events along with the top event ...
Download / Learn more Package Citations See dependency  
quickcode  
Quick and Essential 'R' Tricks for Better Scripts
The NOT functions, 'R' tricks and a compilation of some simple quick plus often used 'R' codes to im ...
Download / Learn more Package Citations See dependency  

22,114

R Packages

188,080

Dependencies

55,244

Author Associations

22,115

Publication Badges

© Copyright 2022 - present. All right reserved, rpkg.net. Contact Us / Suggestions / Concerns