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
Roxygen: list(markdown = TRUE)
RoxygenNote: 7.3.3
VignetteBuilder: knitr
Config/testthat/edition: 3
LazyData: true
LazyDataCompression: xz
Config/pak/sysreqs: libcairo2-dev cmake libfontconfig1-dev
        libfreetype6-dev make libmagick++-dev gsfonts libicu-dev
        libpng-dev libuv1-dev libssl-dev zlib1g-dev
Repository: https://loelschlaeger.r-universe.dev
Date/Publication: 2026-05-05 12:47:15 UTC
RemoteUrl: https://github.com/loelschlaeger/fhmm
RemoteRef: HEAD
RemoteSha: d5ca69a8bd42fc9eea2d3844a0d339e3fd828520
NeedsCompilation: yes
Packaged: 2026-06-04 06:54:47 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>