Package: fHMM
Type: Package
Title: Fitting Hidden Markov Models to Financial Data
Version: 1.2.2
Authors@R: c(
    person(given = "Lennart",
           family = "Oelschl\U00E4ger",
           role = c("aut", "cre"),
           email = "oelschlaeger.lennart@gmail.com",
           comment = c(ORCID = "0000-0001-5421-9313")),
    person(given = "Timo", 
           family = "Adam", 
           role = "aut",
           email = "ta59@st-andrews.ac.uk",
           comment = c(ORCID = "0000-0001-9079-3259")),
    person(given = "Rouven", 
           family = "Michels",
           role = "aut",
           email = "r.michels@uni-bielefeld.de",
           comment = c(ORCID = "0000-0002-5433-6197")))
Description: 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.
Language: en-US
URL: https://loelschlaeger.de/fHMM/
BugReports: https://github.com/loelschlaeger/fHMM/issues
License: GPL-3
Encoding: UTF-8
Depends: R (>= 4.0.0)
Imports: checkmate, cli, foreach, graphics, grDevices, MASS, oeli (>=
        0.3.0), padr, progress, Rcpp, stats, utils
LinkingTo: Rcpp, RcppArmadillo
Suggests: covr, doSNOW, knitr, parallel, rmarkdown, testthat (>=
        3.0.0), tseries
RoxygenNote: 7.3.1
VignetteBuilder: knitr
Config/testthat/edition: 3
LazyData: true
LazyDataCompression: xz
NeedsCompilation: yes
Packaged: 2024-02-24 19:37:38 UTC; Oelschlaeger
Author: Lennart Oelschläger [aut, cre]
    (<https://orcid.org/0000-0001-5421-9313>),
  Timo Adam [aut] (<https://orcid.org/0000-0001-9079-3259>),
  Rouven Michels [aut] (<https://orcid.org/0000-0002-5433-6197>)
Maintainer: Lennart Oelschläger <oelschlaeger.lennart@gmail.com>
Repository: CRAN
Date/Publication: 2024-02-24 21:20:03 UTC
Built: R 4.2.3; x86_64-w64-mingw32; 2024-04-24 03:02:52 UTC; windows
ExperimentalWindowsRuntime: ucrt
Archs: x64
