c(person("Diethelm", "Wuertz", role="aut", comment = "original code")
, person("Yohan", "Chalabi", role = "aut")
, person("Tobias", "Setz", role = c("aut"), email = "tobias.setz@live.com")
, person("Martin","Maechler", role="aut", email="maechler@stat.math.ethz.ch", comment = c(ORCID = "0000-0002-8685-9910"))
, person("Chris", "Boudt", role = "ctb")
, person("Pierre", "Chausse", role = "ctb")
, person("Michal", "Miklovac", role = "ctb")
, person(given = c("Georgi", "N."), family = "Boshnakov",
role = c("cre", "ctb"), email = "georgi.boshnakov@manchester.ac.uk") )
Diethelm Wuertz [aut] (original code),
Yohan Chalabi [aut],
Tobias Setz [aut],
Martin Maechler [aut] (<https://orcid.org/0000-0002-8685-9910>),
Chris Boudt [ctb],
Pierre Chausse [ctb],
Michal Miklovac [ctb],
Georgi N. Boshnakov [cre, ctb]

fBasics, timeDate, timeSeries, fastICA, Matrix (>= 1.5-0),
graphics, methods, stats, utils

fBasics, timeDate, timeSeries, fastICA, Matrix (>= 1.5-0),
cvar (>= 0.5), graphics, methods, stats, utils

Fitting Hidden Markov Models to Financial Data
c(
person("Lennart", "Oelschl\U00E4ger", email = "lennart.oelschlaeger@uni-bielefeld.de", role = c("aut", "cre")),
person("Timo", "Adam", email = "ta59@st-andrews.ac.uk", role = "aut"))
Fitting (hierarchical) hidden Markov models
to daily share prices provided by <https://finance.yahoo.com/>.
See <https://github.com/loelschlaeger/fHMM#readme> for documentation and examples.
Lennart Oelschläger [aut, cre],
Timo Adam [aut]

c(
person("Lennart", "Oelschl\U00E4ger", email = "lennart.oelschlaeger@uni-bielefeld.de", role = c("aut", "cre")),
person("Timo", "Adam", email = "ta59@st-andrews.ac.uk", role = "aut"),
person("Michels", "Rouven", email = "r.michels@uni-bielefeld.de", role = "aut"))
Lennart Oelschläger [aut, cre],
Timo Adam [aut],
Michels Rouven [aut]

c(
person("Lennart", "Oelschl\U00E4ger",
email = "oelschlaeger.lennart@gmail.com",
role = c("aut", "cre")),
person("Timo", "Adam",
email = "ta59@st-andrews.ac.uk",
role = "aut"),
person("Rouven", "Michels",
email = "r.michels@uni-bielefeld.de",
role = "aut"))
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) for a
reference.
parallel, doSNOW, rmarkdown, knitr, testthat (>= 3.0.0),
covr, printr, tseries
Lennart Oelschläger [aut, cre],
Timo Adam [aut],
Rouven Michels [aut]