Package: fHMM
Type: Package
Title: Fitting Hidden Markov Models to Financial Data
Version: 1.4.0
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 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>.
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, pracma, 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: 2024-08-26 16:09:57 UTC; lennart
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: 2024-08-26 18:20:09 UTC
Built: R 4.4.1; x86_64-apple-darwin20; 2024-08-27 07:46:18 UTC; unix
Archs: fHMM.so.dSYM
