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R Statistics Cookbook

You're reading from R Statistics Cookbook

Product type Book

Published in Mar 2019

Publisher Packt

ISBN-13 9781789802566

Pages 448 pages

Edition 1st Edition

Languages

Concepts

Author (1):

Francisco Juretig

Table of Contents (12) Chapters

Preface

1. Getting Started with R and Statistics

2. Univariate and Multivariate Tests for Equality of Means

3. Linear Regression

4. Bayesian Regression

5. Nonparametric Methods

6. Robust Methods

7. Time Series Analysis

8. Mixed Effects Models

9. Predictive Models Using the Caret Package

10. Bayesian Networks and Hidden Markov Models

11. Other Books You May Enjoy

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Regime switching in financial data via HMM

Regime switching models are usually used in finance, as it is assumed that there is an unobserved market state (let's call it market sentiment) that governs stock prices. This market sentiment can be loosely associated to a bull or a bear market.

Getting ready

The depmixS4 package needs to be installed using install.packages("depmixS4").

How to do it...

In the following recipe, we will work with the returns for the Pampa Energia S.A. ADR stock prices:

First, we load the data and the necessary packages, and we calculate...

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Authors (1)

Francisco Juretig

Francisco Juretig has worked for over a decade in a variety of industries such as retail, gambling and finance deploying data-science solutions. He has written several R packages, and is a frequent contributor to the open source community.

See other products by Francisco Juretig

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