read_data {fHMM} | R Documentation |
Read data
Description
This helper function reads financial data for the {fHMM} package.
Usage
read_data(controls)
Arguments
controls |
An object of class |
Value
A list
containing the following elements:
the
matrix
of thedates
ifcontrols$simulated = FALSE
andcontrols$data$data_column
is specified,the
matrix
of thetime_points
ifcontrols$simulated = TRUE
orcontrols$data$data_column
is not specified,the
matrix
of the empiricaldata
used for estimation,the
matrix
namedtime_series
of empirical data before the transformation to log-returns,the
vector
of fine-scale chunk sizesT_star
ifcontrols$hierarchy = TRUE
.
[Package fHMM version 1.4.1 Index]