Fitting Hidden Markov Models to Financial Data R package fHMM version 1.4.3 CRAN Task View: Finance (https://CRAN.R-project.org/view=Finance) 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>. Software Depends: R (>= 4.0.0) Imports: checkmate, cli, curl, foreach, graphics, grDevices, httr, jsonlite, MASS, oeli (>= 0.7.6), padr, pracma, progress, Rcpp, stats, utils LinkingTo: Rcpp, RcppArmadillo Suggests: covr, devtools, doSNOW, knitr, parallel, rmarkdown, testthat (>= 3.0.0), tseries Lennart Oelschläger <oelschlaeger.lennart@gmail.com> Comprehensive R Archive Network (CRAN) Lennart Oelschläger [aut, cre] (ORCID: <https://orcid.org/0000-0001-5421-9313>), Timo Adam [aut] (ORCID: <https://orcid.org/0000-0001-9079-3259>), Rouven Michels [aut] (ORCID: <https://orcid.org/0000-0002-5433-6197>) GPL-3 2026-05-05 application/tgz https://CRAN.R-project.org/package=fHMM doi:10.32614/CRAN.package.fHMM en-US