npar

npar.fHMM_model

This function extracts the number of model parameters of an
<code>fHMM_model</code> object.

Fitting (hierarchical) hidden Markov models to financial data
via maximum likelihood estimation. See Oelschläger, L. and Adam, T.
"Detecting bearish and bullish markets in financial time series using
hierarchical hidden Markov models" (2021, Statistical Modelling)
<doi:10.1177/1471082X211034048> for a reference.

Lennart Oelschläger

fHMM

Fitting Hidden Markov Models to Financial Data

Timo Adam

Rouven Michels

npar function

<dl><dt>object</dt>
<dd>An object of class <code>fHMM_model</code>.</dd>
<dt>...</dt>
<dd>Optionally more objects of class <code>fHMM_model</code>.</dd></dl>

Arguments

Number of model parameters — npar

<dl>

<dt>object</dt>
<dd>An object of class <code>fHMM_model</code>.</dd>


<dt>...</dt>
<dd>Optionally more objects of class <code>fHMM_model</code>.</dd>

</dl>

npar: Number of model parameters

Description

Usage

Value

Arguments

Examples