apply_viterbi | Viterbi algorithm |
check_controls | Controls check |
check_decoding | Decoding check |
check_estimation | Estimation check |
check_saving | Saving check |
compute_ci | Confidence intervals |
compute_fs | Fine-scale chunk lengths |
create_visuals | Visualization |
dfCon2dfUncon | Unconstrains degrees of freedom. |
dfUncon2dfCon | Constrains degrees of freedom. |
download_data | Data download |
exception | Debugging |
fit_hmm | Fit (hierarchical) hidden Markov models to financial data |
Gamma2delta | Computes stationary distribution of transition probability matrix. |
Gamma2gammasCon | Constrains non-diagonal matrix elements of transition probability matrix. |
Gamma2gammasUncon | Unconstraines non-diagonal matrix elements of transition probability matrix. |
gammasCon2Gamma | Builds transition probability matrix from constrained non-diagonal elements. |
gammasCon2gammasUncon | Unconstrains non-diagonal elements of transition probability matrix. |
gammasUncon2Gamma | Builds transition probability matrix from unconstrained non-diagonal elements. |
gammasUncon2gammasCon | Constrains non-diagonal elements of transition probability matrix. |
init_est | Initialisation |
max_likelihood | Optimization |
muCon2muUncon | Unconstrains expected values. |
muUncon2muCon | Constrains expected values. |
nLL_hhmm | Negative log-likelihood of a HHMM |
nLL_hmm | Negative log-likelihood of a HMM |
parameter_names | Parameter names |
plot_ll | Visualization of log-likelihood values |
plot_sdd | Visualization of estimated state-dependent distributions |
plot_ts | Visualize decoded time-series |
process_data | Data processing |
pseudo_residuals | Pseudo-residuals |
read_data | Read .csv-file |
sigmaCon2sigmaUncon | Unconstrains standard deviations. |
sigmaUncon2sigmaCon | Constrains standard deviations. |
simulate_data | Data simulation |
thetaCon2thetaList | Brings contrained model parameters from vector form 'thetaCon' to list form 'ThetaList'. |
thetaCon2thetaUncon | Unconstrains model parameters. |
thetaList2thetaCon | Brings constrained model parameters from list form 'thetaList' to vector form 'thetaCon'. |
thetaList2thetaListOrdered | Orders states in 'thetaList' based on expected values. |
thetaList2thetaUncon | Brings constrained model parameters in list form to unconstrained parameters in vector form. |
thetaUncon2thetaCon | Constrains model parameters. |
thetaUncon2thetaList | Brings uncontrained model parameters 'thetaUncon' in list form 'thetaList'. |
thetaUncon2thetaUnconSplit | Splits uncontrained model parameters 'thetaUncon' by fine-scale HMMs. |
thetaUnconSplit2thetaList | Brings uncontrained fine-scale model parameters in constrained list form. |