fHMM_events

print.fHMM_events

This function checks the input <code>events</code>.

Fitting (hierarchical) hidden Markov models to financial data
via maximum likelihood estimation. See Oelschläger, L. and Adam, T.
"Detecting Bearish and Bullish Markets in Financial Time Series Using
Hierarchical Hidden Markov Models" (2021, Statistical Modelling)
<doi:10.1177/1471082X211034048> for a reference on the method. A user guide
is provided by the accompanying software paper "fHMM: Hidden Markov Models
for Financial Time Series in R", Oelschläger, L., Adam, T., and Michels, R.
(2024, Journal of Statistical Software) <doi:10.18637/jss.v109.i09>.

Lennart Oelschläger

fHMM

Fitting Hidden Markov Models to Financial Data

Timo Adam

Rouven Michels

fHMM_events function

<dl><dt>events</dt>
<dd>A <code>list</code> of two elements.<ul>
<li>The first element is named <code>"dates"</code> and contains a <code>character</code>
vector in format <code>"YYYY-MM-DD"</code>.</li>
<li>The second element is named <code>"labels"</code> and is a <code>character</code>
vector of the same length as <code>"dates"</code>.</li>
</ul></dd>
<dt>x</dt>
<dd>An object of class <code>fHMM_events</code>.</dd>
<dt>...</dt>
<dd>Currently not used.</dd></dl>

Arguments

Checking events — fHMM_events

<dl>

<dt>events</dt>
<dd>A <code>list</code> of two elements.<ul>
<li>The first element is named <code>"dates"</code> and contains a <code>character</code>
vector in format <code>"YYYY-MM-DD"</code>.</li>
<li>The second element is named <code>"labels"</code> and is a <code>character</code>
vector of the same length as <code>"dates"</code>.</li>
</ul></dd>


<dt>x</dt>
<dd>An object of class <code>fHMM_events</code>.</dd>


<dt>...</dt>
<dd>Currently not used.</dd>

</dl>

fHMM_events: Checking events

Description

Usage

Value

Arguments

Examples