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loelschlaeger / fHMM

Hidden Markov models for finance
https://loelschlaeger.de/fHMM/
GNU General Public License v3.0
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Strange error in `prepare_data()` #88

Closed loelschlaeger closed 9 months ago

loelschlaeger commented 1 year ago

When

controls <- fHMM::set_controls(
  list(
    "hierarchy" = TRUE,
    "states" = c(4, 4)
  )
)
fHMM::prepare_data(controls, seed = rnorm(1))

then

# Error: Gamma must be a transition probability matrix.

Maybe related to #83 ?

loelschlaeger commented 9 months ago

Fixed with package version 1.2.0.