R-fHMM

v 1.3.1 Updated: 1 month, 1 week ago

Fit Hidden Markov Models to financial data

Fitting (hierarchical) hidden Markov models to financial data via maximum likelihood estimation.

https://loelschlaeger.de/fHMM

To install R-fHMM, paste this in macOS terminal after installing MacPorts

sudo port install R-fHMM

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