Closed loelschlaeger closed 1 year ago
Thanks for the suggestion, and I will take it under consideration. I surely noticed at the time (as I follow the CRANberries service I set up and also keep track of Rcpp-using packages) but must not have the connection.
Ok, I simply updated the date to today, and moved the added block to the end of the section as I usually do (but which isn't exactly documented, so you couldn't really now).
This merge request includes the {fHMM} package under the "Finance" section. This package offers an implementation of hidden Markov models and their hierarchical extension for the detection and characterization of financial market regimes in R. For more information, please visit https://loelschlaeger.de/fHMM/.