plot_ll

This function plots the log-likelihood values of the different optimization
runs.

internal

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 on the method. A user guide
is provided by the accompanying software paper "fHMM: Hidden Markov Models
for Financial Time Series in R", Oelschläger, L., Adam, T., and Michels, R.
(2024, Journal of Statistical Software) <doi:10.18637/jss.v109.i09>.

Lennart Oelschläger

fHMM

Fitting Hidden Markov Models to Financial Data

Timo Adam

Rouven Michels

plot_ll function

<dl><dt>lls</dt>
<dd>A <code>numeric</code> vector of log-likelihood values.</dd>
<dt>ll_relative</dt>
<dd>A <code>logical</code>, set to <code>TRUE</code> (default) to plot the differences from
the best log-likelihood value. Set to <code>FALSE</code> to plot the absolute
values.</dd></dl>

Arguments

Visualization of log-likelihood values — plot_ll

<dl>

<dt>lls</dt>
<dd>A <code>numeric</code> vector of log-likelihood values.</dd>


<dt>ll_relative</dt>
<dd>A <code>logical</code>, set to <code>TRUE</code> (default) to plot the differences from
the best log-likelihood value. Set to <code>FALSE</code> to plot the absolute
values.</dd>

</dl>

plot_ll: Visualization of log-likelihood values

Description

Usage

Value

Arguments