R-fHMM (R/R-fHMM) Updated: 4 months, 2 weeks 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: 1.4.1 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 14 Fortran compiler)

"R-fHMM" depends on

lib (15)
libgcc
libgcc13
R-checkmate
R-cli
R-CRAN-recommended
R-curl
R-foreach
R-httr
R-jsonlite
R-oeli
R-padr
R-pracma
R-progress
R-Rcpp
R-RcppArmadillo
run (1)
R
build (3)
clang-16
gcc13
R
test (6)
R-covr
R-doSNOW
R-knitr
R-rmarkdown
R-testthat
R-tseries

Ports that depend on "R-fHMM"



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last updated: 12 hours ago



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Port Information was updated:
2 hours ago
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Most recent build (in app's database) ran:
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