March 2019
Beginner to intermediate
448 pages
13h 14m
English
Content preview from R Statistics Cookbook
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We could try modeling the same data but using three states, and we can use the resulting AIC to choose which model to use. But the more states we have, the harder they are to interpret:
hmm <- depmix(returns ~ 1, family = gaussian(), nstates = 3, data=data.frame(returns=returns))
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