Investigate normal Hidden Markov Models with switching volatility

Documentation for package ‘SwitchingVolatility’ version 1.0

SwitchingVolatility-package	Investigate normal Hidden Markov Models with switching volatility
calc_weights	Estimating the weights of the asymptotic chi^2-mixture of the test statistic
dnorm.scale	Application of the normal distribution as a scale family
EM-Test-class	Class "EM-Test"
em_test_normal_sigma	Testing the number of regimes in a Hidden Markov Model
norm.HMM.forecast.prop	Forecast
norm.HMM.generate_sample	Generates a realization of a Normal Hidden Markov Model
norm.HMM.mle	Fittig the parameters of a Normal Hidden Markov Model
norm.HMM.pn2pw	Natural parameters to working parameters
norm.HMM.pw2pn	Working parameters to natural parameters
norm.HMM.viterbi	Viterbi algorithm
plot-method	Plot method for EM-Test objects
price2logreturn	Calculates log-returns
show-method	Class "EM-Test"
stock_returns	Dataset of daily stock returns
SwitchingVolatility	Investigate normal Hidden Markov Models with switching volatility