parameter_labels

This helper function creates labels for the estimated HMM parameters.

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

parameter_labels function

<dl><dt>controls</dt>
<dd>[<code>fHMM_controls</code>] 
An object of class <code>fHMM_controls</code>.</dd>
<dt>expected_length</dt>
<dd>[<code>NULL</code> | <code>integer(1)</code>] 
The expected output length. If <code>NULL</code> (default), this is not checked.</dd></dl>

Arguments

Create labels for estimated parameters — parameter_labels

<dl>

<dt>controls</dt>
<dd>[<code>fHMM_controls</code>] 
An object of class <code>fHMM_controls</code>.</dd>


<dt>expected_length</dt>
<dd>[<code>NULL</code> | <code>integer(1)</code>] 
The expected output length. If <code>NULL</code> (default), this is not checked.</dd>

</dl>

parameter_labels: Create labels for estimated parameters

Description

Usage

Value

Arguments