Testing for the number of states in hidden Markov models.

Documentation for package ‘qLRT’ version 1.1

qLRT-package	Testing for the number of states in hidden Markov models.
calc_weights	Calculating weights of asymptotic mixture.
calc_weights-method	Calculating weights of asymptotic mixture.
calc_weights-methods	Calculating weights of asymptotic mixture.
daxData	Daily log-returns.
full_mle	Estimating the MLE.
full_mle-method	Estimating the MLE.
full_mle-methods	Estimating the MLE.
getNumberOfCores	Calculating the number of available cores of the CPU
hiddenMarkovModel-class	Class for hiddenMarkovModels.
list_models	Showing all available models.
list_necessary_parameters	Showing all necessary parameters of a model.
normal_hmm_switching_both-class	Class for hiddenMarkovModels.
normal_hmm_switching_mu-class	Class for hiddenMarkovModels.
normal_hmm_switching_sigma-class	Class for hiddenMarkovModels.
pois_hmm-class	Class for hiddenMarkovModels.
price2logreturn	Calculates log-returns.
qLRT	Testing for the number of states in hidden Markov models.
qlrt	Performing the qLRT.
qlrt-method	Performing the qLRT.
qlrt-methods	Performing the qLRT.
select_model	Selecting a model.
show	Output of HMMs on console.
show-method	Output of HMMs on console.
show-methods	Output of HMMs on console.
simulate	Simulating Datasets.
simulate-method	Simulating Datasets.
simulate-methods	Simulating Datasets.
skew_normal_hmm_switching_sigma-class	Class for hiddenMarkovModels.
stat_distr	Calculating the stationary distribution of a MC
t_hmm_switching_mu-class	Class for hiddenMarkovModels.