Hidden Markov Model for Continuous Observations Processes

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Documentation for package ‘HMMCont’ version 1.0

• DESCRIPTION file.

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HMMCont-package	Hidden Markov Model for Continuous Observations Processes
baumwelchcont	Baum-Welch Algorithm
HMMCont	Hidden Markov Model for Continuous Observations Processes
hmmcontSimul	Simulation of an observation and underlying Markov processes according to a given model
hmmsetcont	Setting an initial HMM object
logreturns	Calculating Log-returns
plot.ContObservHMM	Setting an initial HMM object
Prices	A dummy data set of prices.
print.ContObservHMM	Setting an initial HMM object
statesDistributionsPlot	Probability Density Functions of the States
summary.ContObservHMM	Setting an initial HMM object
viterbicont	Viterbi Algorithm