plot.fHMM_data

This function is the plot method for an object of class <code>fHMM_data</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

plot.fHMM_data function

<dl><dt>x</dt>
<dd>An object of class <code>fHMM_data</code>.</dd>
<dt>events</dt>
<dd>An object of class <code>fHMM_events</code>.</dd>
<dt>title</dt>
<dd>Optionally a <code>character</code> for a custom title.</dd>
<dt>from</dt>
<dd>Optionally a <code>character</code>, a date in format <code>"YYYY-MM-DD"</code>,
setting the lower date bound for plotting.
By default, <code>from = NULL</code>, i.e. no lower bound.</dd>
<dt>to</dt>
<dd>Optionally a <code>character</code>, a date in format <code>"YYYY-MM-DD"</code>,
setting the upper date bound for plotting.
By default, <code>to = NULL</code>, i.e. no upper bound.</dd>
<dt>...</dt>
<dd>Currently not used.</dd></dl>

Arguments

Plot method for an object of class fHMM_data — plot.fHMM_data

<dl>

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


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


<dt>title</dt>
<dd>Optionally a <code>character</code> for a custom title.</dd>


<dt>from</dt>
<dd>Optionally a <code>character</code>, a date in format <code>"YYYY-MM-DD"</code>,
setting the lower date bound for plotting.
By default, <code>from = NULL</code>, i.e. no lower bound.</dd>


<dt>to</dt>
<dd>Optionally a <code>character</code>, a date in format <code>"YYYY-MM-DD"</code>,
setting the upper date bound for plotting.
By default, <code>to = NULL</code>, i.e. no upper bound.</dd>


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

</dl>

plot.fHMM_data: Plot method for an object of class `fHMM_data`

Description

Usage

Value

Arguments

Examples