R Observatory: Metrics for fHMM version 1.4.3

Balamuta, James Joseph

doi:10.5281/zenodo.21843040

fHMM

1.4.3

Fitting Hidden Markov Models to Financial Data

0packages depend

5Kdownloads / year

89.6%test coverage

13/13checks pass

Overview

About

Maintained by Lennart OelschlägerFirst published 2021-02-2218 releasesCRAN page ↗GitHub ↗

Fitting (hierarchical) hidden Markov models to financial data via maximum likelihood estimation. See Oelschläger, L. and Adam, T. "Detecting Bearish and Bullish Markets in Financial Time Series Using Hierarchical Hidden Markov Models" (2021, Statistical Modelling) doi:10.1177/1471082X211034048 for a reference on the method. A user guide is provided by the accompanying software paper "fHMM: Hidden Markov Models for Financial Time Series in R", Oelschläger, L., Adam, T., and Michels, R. (2024, Journal of Statistical Software) doi:10.18637/jss.v109.i09.

Install

R (CRAN)pak (dev)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("fHMM", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

if (!requireNamespace("pak", quietly = TRUE))
  install.packages("pak", repos = "https://cloud.r-project.org/")
pak::pak("loelschlaeger/fHMM")

Development version from loelschlaeger/fHMM. Installs pak first if it is not already available.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-fhmm

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-fHMM

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-fHMM

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 5.8 min · r-devel-windows-x86_64

Code health

Yes

Tests · ratio 0.30

89.6%

Coverage · measured lines

100%

Documentation · exports

16

Dependencies · direct

Check history

OK2026-08-05
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-08-01
12 OK · 1 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
OK2026-06-27
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-06-21
11 OK · 0 NOTE · 0 WARNING · 2 ERROR · 0 FAILURE
OK2026-06-09
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Show 7 earlier snapshots

ERROR2026-06-08
12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
OK2026-04-25
12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-04-22
11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
10 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
NOTE2026-04-17
11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-16
10 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
NOTE2026-03-10
11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMEYes · 574 wordsVignettesYes · dynamicpkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 93%
Documented parameters: 89%
Return-value docs: 100%
References docs: 2%

Downloads

5K

CRAN downloads in the past year

Rank #8,375 · ~14/day · ~420/mo

Releases R versions

Daily download trend is not available in this view yet.

24130 days

1.1K90 days

5K1 year

Compare downloads with other packages →

Also on482 r2u17 autocran32 c2d4u

Repository

GitHub ↗ loelschlaeger/fhmm

23Stars

11Forks

3Open issues

0Open PRs

0Releases

1,458Commits

7Contributors

hidden-markov-modelsfinancerstats

License GPL-3.0 · 1,458 commits · Last activity 2026-05-05 · 0% stars, 30d

Stars over time

2025-05-19 · 172026-07-10 · 23

Repository practices

Upstream repositoryBeta

8 development-tooling and community-health practices detected across 7 families in the upstream repository

Checks run against github.com/loelschlaeger/fhmm on 2026-08-16.

Continuous integration (1)

GitHub Actions

CRAN release process (2)

cran-comments.mdCRAN-SUBMISSION

Docs source (1)

README.Rmd

Lint, format, editor (1)

RStudio project

Show all practices

Coverage (1)

Codecov

Governance and community (1)

Issue templates

Git structural (1)

.gitattributes

How this is detected·Detection ruleset v1 (2026-07-18)

Dependencies

Declared dependencies

20 external dependencies (excludes base and recommended)

Depends (1)

R >= 4.0.0

Imports (16)

checkmate cli curl foreachgraphicsgrDeviceshttr jsonliteMASSoeli padr pracma progress Rcppstatsutils

LinkingTo (2)

Rcpp RcppArmadillo

Suggests (8)

covr devtools doSNOW knitrparallelrmarkdown testthat tseries

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Datasets

People & History

People (3)

Maintainer (1)

Lennart Oelschläger

Author, Maintainer

Authors (3)

Lennart Oelschläger

Author, Maintainer

Timo Adam

Author

Rouven Michels

Author · added in 1.0.0

Listed in earlier versions (1)

Lennart Oelschl\U00E4ger

no longer listed · 0.1.0 to 1.4.3

Package Timeline

18 releases. Pick two to compare their code metrics. R releases are shown for context.

1.4.3Latest
2026-05-05 · current release · diff ↗
R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
1.4.2
2025-03-24 · diff ↗
1.4.1
2024-09-16 · diff ↗
1.4.0
2024-08-26 · diff ↗
1.3.1
2024-05-31 · diff ↗
1.3.0
2024-04-30 · diff ↗
R
R 4.4.0 released · 2024-04-24
1.2.2
2024-02-24 · diff ↗
unarchivedReturned to CRAN
2024-02-24
archivedRemoved from CRAN
2024-02-21
requires archived package 'oeli'
1.2.1
2024-01-15 · diff ↗
1.2.0
2023-12-13 · diff ↗
1.1.1
2023-10-12 · diff ↗
R
R 4.3.0 released · 2023-04-21

Show 11 earlier events

1.1.0
2023-02-14 · diff ↗
1.0.3
2022-07-07 · diff ↗
1.0.2
2022-05-03 · diff ↗
R
R 4.2.0 released · 2022-04-22
1.0.1
2022-04-07 · diff ↗
1.0.0
2022-03-14 · diff ↗
0.3.0
2021-06-16 · diff ↗
R
R 4.1.0 released · 2021-05-18
0.2.0
2021-03-14 · diff ↗
0.1.0
2021-02-22
R
R 4.0.0 released · 2020-04-24

Package metadata

First published: 2021-02-22
Total releases: 18 / 5 yrs
License: GPL-3 OSI
Minimum R: ≥ 4.0.0
Bundled data: 3.0 MB / 9 files
Download size: 4.2 MB
Installed size: not tracked yet
With dependencies: not tracked yet

Appears in task views

Empirical Finance

Cite

Cite this package

Run in R for the authors' preferred citation:

citation("fHMM")

Format

Oelschläger, L., Adam, T., & Michels, R. (2026). fHMM: Fitting Hidden Markov Models to Financial Data (Version 1.4.3) [Computer software]. https://doi.org/10.32614/CRAN.package.fHMM

This is what citation() produces when a package has no citation file of its own. If it prints something else, use that.

Cite the R Observatory

For a number measured here: a download total, a coverage figure, an archival date.

Format

APA

Balamuta, J. J. (2026). R Observatory: Metrics for fHMM version 1.4.3 [Data set]. HJJB, LLC. Data release v2026-08-18. https://doi.org/10.5281/zenodo.21843040

From data release v2026-08-18, which the citation names so these numbers can be found later. More on citing and the projects behind them.

Report a problem with this page →