compare_models          Compare multiple models
compute_residuals       Compute (pseudo-) residuals
dax                     Deutscher Aktienindex (DAX) index data
dax_model_2n            DAX 2-state HMM with normal distributions
dax_model_3t            DAX 3-state HMM with t-distributions
dax_vw_model            DAX/VW hierarchical HMM with t-distributions
decode_states           Decode the underlying hidden state sequence
download_data           Download financial data from Yahoo Finance
fHMM_data               Constructor of an 'fHMM_data' object
fHMM_events             Checking events
fHMM_model              Constructor of a model object
fHMM_parameters         Set and check model parameters
fit_model               Model fitting
ll_hmm                  Log-likelihood function of an (H)HMM
plot.fHMM_data          Plot method for an object of class 'fHMM_data'
plot.fHMM_model         Plot method for an object of class 'fHMM_model'
prepare_data            Prepare data
reorder_states          Reorder estimated states
set_controls            Define and validate model specifications
sim_model_2gamma        Simulated 2-state HMM with gamma distributions
simulate_hmm            Simulate data
spx                     Standard & Poor’s 500 (S&P 500) index data
unemp                   Unemployment rate data USA
unemp_spx_model_3_2     Unemployment rate and S&P 500 hierarchical HMM
vw                      Volkswagen AG (VW) stock data
