R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
ldhmm
View on CRAN: Click
here
Download and install ldhmm package within the R console
Install from CRAN:
install.packages("ldhmm")
Install from Github:
library("remotes")
install_github("cran/ldhmm") Install by package version:
library("remotes")
install_version("ldhmm", "0.6.1") Attach the package and use:
library("ldhmm")
Maintained by
Stephen H-T. Lihn
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2017-04-13
Latest Update: 2023-12-11
Description:
Hidden Markov Model (HMM) based on symmetric lambda distribution
framework is implemented for the study of return time-series in the financial
market. Major features in the S&P500 index, such as regime identification,
volatility clustering, and anti-correlation between return and volatility,
can be extracted from HMM cleanly. Univariate symmetric lambda distribution
is essentially a location-scale family of exponential power distribution.
Such distribution is suitable for describing highly leptokurtic time series
obtained from the financial market. It provides a theoretically solid foundation
to explore such data where the normal distribution is not adequate. The HMM
implementation follows closely the book: "Hidden Markov Models for Time Series",
by Zucchini, MacDonald, Langrock (2016).
How to cite:
Stephen H-T. Lihn (2017). ldhmm: Hidden Markov Model for Financial Time-Series Based on Lambda Distribution. R package version 0.6.1, https://cran.r-project.org/web/packages/ldhmm. Accessed 07 Oct. 2026.
Previous versions and publish date:
Other packages that cited ldhmm R package
View ldhmm citation profile
Other R packages that ldhmm depends,
imports, suggests or enhances
Complete documentation for ldhmm
Functions, R codes and Examples using
the ldhmm R package
Some associated functions: ecld-class . ecld.cdf . ecld . ecld.pdf . ecld.sd . ldhmm-class . ldhmm-package . ldhmm.calc_stats_from_obs . ldhmm.conditional_prob . ldhmm.decode_stats_history . ldhmm.decoding . ldhmm.df2ts . ldhmm.forecast_prob . ldhmm.forecast_state . ldhmm.forecast_volatility . ldhmm.fred_data . ldhmm.gamma_init . ldhmm.get_data . ldhmm.ld_stats . ldhmm.log_forward . ldhmm.mle . ldhmm.mllk . ldhmm.n2w . ldhmm . ldhmm.plot_spx_vix_obs . ldhmm.pseudo_residuals . ldhmm.read_csv_by_symbol . ldhmm.read_sample_object . ldhmm.simulate_abs_acf . ldhmm.simulate_state_transition . ldhmm.sma . ldhmm.state_ld . ldhmm.state_pdf . ldhmm.ts_abs_acf . ldhmm.ts_log_rtn . ldhmm.viterbi . ldhmm.w2n . numericOrNull-class .
Some associated R codes: ecld-cdf-method.R . ecld-class.R . ecld-constructor.R . ecld-pdf-method.R . ecld-sd-method.R . ldhmm-calc_stats_from_obs.R . ldhmm-class.R . ldhmm-conditional_prob.R . ldhmm-constructor.R . ldhmm-data-config-internal.R . ldhmm-decode_stats_history.R . ldhmm-decoding.R . ldhmm-df2ts-method.R . ldhmm-forecast_prob.R . ldhmm-forecast_state.R . ldhmm-forecast_volatility.R . ldhmm-fred_data.R . ldhmm-gamma_init.R . ldhmm-get-data-method.R . ldhmm-ld_stats.R . ldhmm-log_forward.R . ldhmm-mle.R . ldhmm-mllk.R . ldhmm-n2w.R . ldhmm-numericOrNull-class.R . ldhmm-package.R . ldhmm-plot_spx_vix_obs.R . ldhmm-pseudo_residuals.R . ldhmm-read-csv-by-symbol-method.R . ldhmm-read_sample_object.R . ldhmm-simulate_abs_acf.R . ldhmm-simulate_state_transition.R . ldhmm-sma.R . ldhmm-state_ld.R . ldhmm-state_pdf.R . ldhmm-ts_abs_acf.R . ldhmm-ts_log_rtn.R . ldhmm-viterbi.R . ldhmm-w2n.R . Full ldhmm package functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
splm
ML and GM estimation and diagnostic testing of econometric models for spatial panel data. ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Giovanni Millo (view profile)
ggTimeSeries
Provides additional display mediums for time series visualisations. ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Aditya Kothari (view profile)
nextGenShinyApps
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Obinna Obianom (view profile)
PairedData
Many datasets and a set of graphics (based on ggplot2), statistics, effect sizes and hypothesis test ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Stephane Champely (view profile)
plaqr
Estimation, prediction, thresholding, transformation, and plotting for partially linear additive qua ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Adam Maidman (view profile)
blandr
Carries out Bland Altman analyses (also known as a Tukey
mean-difference plot) as described by JM B ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Deepankar Datta (view profile)
28,905
R Packages
247,686
Dependencies
76,495
Author Associations
28,906
Publication Badges
