Prices


A dummy data set of prices or a non-stationary random process.


datasets

The package includes the functions designed to analyse continuous observations processes with the Hidden Markov Model approach. They include Baum-Welch and Viterbi algorithms and additional visualisation functions. The observations are assumed to have Gaussian distribution and to be weakly stationary processes. The package was created for analyses of financial time series, but can also be applied to any continuous observations processes.

Mikhail Beketov

HMMCont

Hidden Markov Model for Continuous Observations Processes

Prices function

The format is:
 num [1:168] 1394 1366 1499 1452 1421 ...

Format

A dummy data set generated by the author.

Prices: A dummy data set of prices.

Description

Usage

Arguments

Format

Source

Examples