Package: fHMM
Type: Package
Title: Fitting Hidden Markov Models to Financial Data
Version: 1.4.3
Authors@R: c(
    person(given = "Lennart",
           family = "Oelschl\U00E4ger",
           role = c("aut", "cre"),
           email = "oelschlaeger.lennart@gmail.com",
           comment = c(ORCID = "0000-0001-5421-9313")),
    person(given = "Timo", 
           family = "Adam", 
           role = "aut",
           email = "timo.adam@uni-bielefeld.de",
           comment = c(ORCID = "0000-0001-9079-3259")),
    person(given = "Rouven", 
           family = "Michels",
           role = "aut",
           email = "rouven.michels@tu-dortmund.de",
           comment = c(ORCID = "0000-0002-5433-6197")))
Description: 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>.
Language: en-US
URL: https://loelschlaeger.de/fHMM/
BugReports: https://github.com/loelschlaeger/fHMM/issues
License: GPL-3
Encoding: UTF-8
Depends: R (>= 4.0.0)
Imports: checkmate, cli, curl, foreach, graphics, grDevices, httr,
        jsonlite, MASS, oeli (>= 0.7.6), padr, pracma, progress, Rcpp,
        stats, utils
LinkingTo: Rcpp, RcppArmadillo
Suggests: covr, devtools, doSNOW, knitr, parallel, rmarkdown, testthat
        (>= 3.0.0), tseries
RoxygenNote: 7.3.3
VignetteBuilder: knitr
Config/testthat/edition: 3
LazyData: true
LazyDataCompression: xz
NeedsCompilation: yes
Packaged: 2026-10-18 09:18:03 UTC; root
Author: Lennart Oelschläger [aut, cre] (ORCID:
        <https://orcid.org/0000-0001-5421-9313>), Timo Adam [aut]
        (ORCID: <https://orcid.org/0000-0001-9079-3259>), Rouven
        Michels [aut] (ORCID: <https://orcid.org/0000-0002-5433-6197>)
Maintainer: Lennart Oelschläger <oelschlaeger.lennart@gmail.com>
Repository: https://cran.r-universe.dev
Date/Publication: 2026-05-05 16:58:48 UTC
RemoteUrl: https://github.com/cran/fHMM
RemoteRef: HEAD
RemoteSha: 6eb184f98e3416590e508c838eaecc6bfcd4f1a8