R-fHMM (R/R-fHMM) Updated: 1 week, 2 days ago Add to my watchlist

Fit Hidden Markov Models to financial data

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

Version: 1.3.0 License: GPL-3

GitHub

Maintainers	barracuda156
Categories	science math finance R
Homepage	https://loelschlaeger.de/fHMM
Platforms	darwin
Variants	clang10 (Build using the MacPorts clang 10 compiler) clang11 (Build using the MacPorts clang 11 compiler) clang12 (Build using the MacPorts clang 12 compiler) clang13 (Build using the MacPorts clang 13 compiler) clang14 (Build using the MacPorts clang 14 compiler) clang15 (Build using the MacPorts clang 15 compiler) clang16 (Build using the MacPorts clang 16 compiler) clang50 (Build using the MacPorts clang 5.0 compiler) clang60 (Build using the MacPorts clang 6.0 compiler) clang70 (Build using the MacPorts clang 7.0 compiler) clang80 (Build using the MacPorts clang 8.0 compiler) clang90 (Build using the MacPorts clang 9.0 compiler) clangdevel (Build using the MacPorts clang devel compiler) g95 (Build using the g95 Fortran compiler) gcc10 (Build using the MacPorts gcc 10 compiler) gcc11 (Build using the MacPorts gcc 11 compiler) gcc12 (Build using the MacPorts gcc 12 compiler) gcc13 (Build using the MacPorts gcc 13 compiler) gccdevel (Build using the MacPorts gcc devel compiler) gfortran (Build using the MacPorts gcc 13 Fortran compiler)

"R-fHMM" depends on

lib (11)

libgcc

R-checkmate

R-cli

R-CRAN-recommended

R-foreach

R-oeli

R-padr

R-pracma

R-progress

R-Rcpp

R-RcppArmadillo

run (1)

build (3)

clang-16

gcc13

test (6)

R-covr

R-doSNOW

R-knitr

R-rmarkdown

R-testthat

R-tseries

Ports that depend on "R-fHMM"

test (1)

R-ino

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last updated: 41 minutes ago

R-fHMM (R/R-fHMM) Updated: 1 week, 2 days ago Add to my watchlist 0