Last data update: 2014.03.03
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HMMCont
Package: HMMCont
Type: Package
Title: Hidden Markov Model for Continuous Observations Processes
Version: 1.0
Date: 2014-02-11
Author: Mikhail A. Beketov
Maintainer: Mikhail A. Beketov <mikhail.beketov@gmx.de>
Description: The package includes the functions designed to analyse continuous observations processes with the Hidden Markov Model approach. They include Baum-Welch and Viterbi algorithms and additional visualisation functions. The observations are assumed to have Gaussian distribution and to be weakly stationary processes. The package was created for analyses of financial time series, but can also be applied to any continuous observations processes.
LazyData: yes
License: GPL-3
Packaged: 2014-02-11 15:19:07 UTC; mikhailbeketov
NeedsCompilation: no
Repository: CRAN
Date/Publication: 2014-02-11 17:15:51
Install log
* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'HMMCont' ...
** package 'HMMCont' successfully unpacked and MD5 sums checked
** R
** data
*** moving datasets to lazyload DB
** preparing package for lazy loading
** help
*** installing help indices
converting help for package 'HMMCont'
finding HTML links ... done
HMMCont-package html
Prices html
baumwelchcont html
hmmcontSimul html
hmmsetcont html
logreturns html
statesDistributionsPlot html
viterbicont html
** building package indices
** testing if installed package can be loaded
* DONE (HMMCont)
Making 'packages.html' ... done
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