loelschlaeger / fHMM

Hidden Markov models for finance
https://loelschlaeger.de/fHMM/
GNU General Public License v3.0
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Check if data file is importable #74

Closed loelschlaeger closed 2 years ago

loelschlaeger commented 2 years ago

This code chunk

controls = list(
  states = 3,
  sdds   = "t",
  data   = list(file        = "dax.csv",
                date_column = "Date",
                data_column = "Close",
                logreturns  = TRUE,
                from        = "2015-01-01"),
  fit    = list("runs" = 14)
)
controls <- set_controls(controls)
data <- prepare_data(controls)

leads to an error if the last line in the file named "dax.csv" contains NA value(s). Implement checks for that.

loelschlaeger commented 2 years ago

Not relevant currently.