Fit Hidden Markov Models to financial data
Fitting (hierarchical) hidden Markov models to financial data via maximum likelihood estimation.
Fitting (hierarchical) hidden Markov models to financial data via maximum likelihood estimation.
Version: 1.4.1
License: GPL-3
GitHub
Maintainers |
barracuda156
|
Categories |
science
math
finance
R
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Homepage |
https://loelschlaeger.de/fHMM
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Platforms |
darwin
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Variants |
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clang10
(Build using the MacPorts clang 10 compiler)
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clang11
(Build using the MacPorts clang 11 compiler)
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clang12
(Build using the MacPorts clang 12 compiler)
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clang13
(Build using the MacPorts clang 13 compiler)
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clang14
(Build using the MacPorts clang 14 compiler)
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clang15
(Build using the MacPorts clang 15 compiler)
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clang16
(Build using the MacPorts clang 16 compiler)
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clang50
(Build using the MacPorts clang 5.0 compiler)
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clang60
(Build using the MacPorts clang 6.0 compiler)
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clang70
(Build using the MacPorts clang 7.0 compiler)
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clang80
(Build using the MacPorts clang 8.0 compiler)
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clang90
(Build using the MacPorts clang 9.0 compiler)
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clangdevel
(Build using the MacPorts clang devel compiler)
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g95
(Build using the g95 Fortran compiler)
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gcc10
(Build using the MacPorts gcc 10 compiler)
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gcc11
(Build using the MacPorts gcc 11 compiler)
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gcc12
(Build using the MacPorts gcc 12 compiler)
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gcc13
(Build using the MacPorts gcc 13 compiler)
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gccdevel
(Build using the MacPorts gcc devel compiler)
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gfortran
(Build using the MacPorts gcc 14 Fortran compiler)
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"R-fHMM" depends on
lib (15)
run (1)
build (3)
test (6)
Ports that depend on "R-fHMM"
test (1)
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