fHMM

Fitting Hidden Markov Models to Financial Data

CRAN Package

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.


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Insights

Last 30 days

This package has been downloaded 563 times in the last 30 days. This could be a paper that people cite without reading. Reaching the medium popularity echelon is no small feat! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 17 times.

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0 downloadsMar 2, 2025
0 downloadsMar 3, 2025
12 downloadsMar 4, 2025
44 downloadsMar 5, 2025
16 downloadsMar 6, 2025
6 downloadsMar 7, 2025
9 downloadsMar 8, 2025
2 downloadsMar 9, 2025
5 downloadsMar 10, 2025
9 downloadsMar 11, 2025
21 downloadsMar 12, 2025
10 downloadsMar 13, 2025
4 downloadsMar 14, 2025
37 downloadsMar 15, 2025
3 downloadsMar 16, 2025
11 downloadsMar 17, 2025
9 downloadsMar 18, 2025
13 downloadsMar 19, 2025
19 downloadsMar 20, 2025
14 downloadsMar 21, 2025
6 downloadsMar 22, 2025
10 downloadsMar 23, 2025
66 downloadsMar 24, 2025
36 downloadsMar 25, 2025
18 downloadsMar 26, 2025
13 downloadsMar 27, 2025
83 downloadsMar 28, 2025
12 downloadsMar 29, 2025
10 downloadsMar 30, 2025
9 downloadsMar 31, 2025
39 downloadsApr 1, 2025
17 downloadsApr 2, 2025
0 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
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The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 8,677 times in the last 365 days. That's a lot of interest! Someone might even write a blog post about it. The day with the most downloads was Aug 22, 2024 with 86 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


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Dependencies

  • Imports12 packages
  • Suggests6 packages
  • Linking To2 packages