plot_sdds

This function plots the estimated state-dependent distributions.

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_sdds function

<dl><dt>est</dt>
<dd>[<code>fHMM_parameters</code>] 
An object of class <code>fHMM_parameters</code> with estimated parameters.</dd>
<dt>true</dt>
<dd>[<code>NULL</code> | <code>fHMM_parameters</code>] 
Either <code>NULL</code> or an object of class <code>fHMM_parameters</code> with true
parameters.</dd>
<dt>controls</dt>
<dd>[<code>fHMM_controls</code>] 
An object of class <code>fHMM_controls</code>.</dd>
<dt>colors</dt>
<dd>[<code>NULL</code> | <code><a href="/link/character()?package=fHMM&version=1.4.3" data-mini-rdoc="fHMM::character()">character()</a></code>] 
Either <code>NULL</code> (default) or a <code>character</code> vector of color names or
hexadecimal RGB triplets.</dd></dl>

Arguments

Visualization of estimated state-dependent distributions — plot_sdds

<dl>

<dt>est</dt>
<dd>[<code>fHMM_parameters</code>] 
An object of class <code>fHMM_parameters</code> with estimated parameters.</dd>


<dt>true</dt>
<dd>[<code>NULL</code> | <code>fHMM_parameters</code>] 
Either <code>NULL</code> or an object of class <code>fHMM_parameters</code> with true
parameters.</dd>


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


<dt>colors</dt>
<dd>[<code>NULL</code> | <code><a href='https://rdrr.io/r/base/character.html'>character()</a></code>] 
Either <code>NULL</code> (default) or a <code>character</code> vector of color names or
hexadecimal RGB triplets.</dd>

</dl>

plot_sdds: Visualization of estimated state-dependent distributions

Description

Usage

Value

Arguments