plot_pr

This function visualizes the pseudo residuals.

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_pr function

<dl><dt>residuals</dt>
<dd>[<code>fHMM_residuals</code>] 
An object of class <code>fHMM_residuals</code>.</dd>
<dt>hierarchy</dt>
<dd>[<code>logical(1)</code>] 
The element <code>controls$hierarchy</code>.</dd></dl>

Arguments

Visualize pseudo residuals — plot_pr

<dl>

<dt>residuals</dt>
<dd>[<code>fHMM_residuals</code>] 
An object of class <code>fHMM_residuals</code>.</dd>


<dt>hierarchy</dt>
<dd>[<code>logical(1)</code>] 
The element <code>controls$hierarchy</code>.</dd>

</dl>

plot_pr: Visualize pseudo residuals

Description

Usage

Value

Arguments