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tr8dr / tseries-patterns

trend / momentum and other patterns in financial timeseries
MIT License
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HMMExponential2State needs ExponentialDistribution #4

Closed jkravets1 closed 4 years ago

jkravets1 commented 4 years ago

Great post on the hidden markov models on your blog! I was trying to use HMMExponential2State(HMM) but I think the exponential distribution function is missing. Would you mind uploading this function?

from research.math.distributions import ExponentialDistribution

Thanks for the blog overall, best open source stuff I found in years!

jkravets1 commented 4 years ago

Nevermind I fixed my issue.

tr8dr commented 4 years ago

Thanks for pointing out. I should adjust the source. As you can see, i pulled this out from my proprietary source base. Forgot to transfer this over.

tr8dr commented 4 years ago

I added the missing distribution classes. Thanks