This helper function reads financial data for the {fHMM} package.
read_data(controls)A list containing the following elements:
the matrix of the dates if controls$simulated = FALSE
and controls$data$data_column is specified,
the matrix of the time_points if controls$simulated = TRUE
or controls$data$data_column is not specified,
the matrix of the empirical data used for estimation,
the matrix named time_series of empirical data before
the transformation to log-returns,
the vector of fine-scale chunk sizes T_star if
controls$hierarchy = TRUE.
An object of class fHMM_controls.