# --------------------------------------------
# CITATION file created with {cffr} R package
# See also: https://docs.ropensci.org/cffr/
# --------------------------------------------
 
cff-version: 1.2.0
message: 'To cite package "fHMM" in publications use:'
type: software
license: GPL-3.0-only
title: 'fHMM: Fitting Hidden Markov Models to Financial Data'
version: 1.4.1
doi: 10.18637/jss.v109.i09
identifiers:
- type: doi
  value: 10.32614/CRAN.package.fHMM
abstract: '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) <https://doi.org/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) <https://doi.org/10.18637/jss.v109.i09>.'
authors:
- family-names: Oelschläger
  given-names: Lennart
  email: oelschlaeger.lennart@gmail.com
  orcid: https://orcid.org/0000-0001-5421-9313
- family-names: Adam
  given-names: Timo
  email: ta59@st-andrews.ac.uk
  orcid: https://orcid.org/0000-0001-9079-3259
- family-names: Michels
  given-names: Rouven
  email: r.michels@uni-bielefeld.de
  orcid: https://orcid.org/0000-0002-5433-6197
preferred-citation:
  type: article
  title: 'fHMM: Hidden Markov Models for Financial Time Series in R'
  authors:
  - family-names: Oelschl\"ager
    given-names: Lennart
    email: lennart.oelschlaeger@uni-bielefeld.de
  - family-names: Adam
    given-names: Timo
    email: ta59@st-andrews.ac.uk
    orcid: https://orcid.org/0000-0001-9079-3259
  - family-names: Michels
    given-names: Rouven
    email: r.michels@uni-bielefeld.de
    orcid: https://orcid.org/0000-0002-5433-6197
  journal: Journal of Statistical Software
  year: '2024'
  volume: '109'
  issue: '9'
  doi: 10.18637/jss.v109.i09
  start: '1'
  end: '25'
repository: https://CRAN.R-project.org/package=fHMM
repository-code: https://github.com/loelschlaeger/fHMM
url: https://loelschlaeger.de/fHMM/
date-released: '2024-09-16'
contact:
- family-names: Oelschläger
  given-names: Lennart
  email: oelschlaeger.lennart@gmail.com
  orcid: https://orcid.org/0000-0001-5421-9313