Description
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>.
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CRAN Check Status
13
OK
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 27, 2026
ERROR 11 OK · 0 NOTE · 0 WARNING · 2 ERROR · 0 FAILURE Jun 21, 2026
ERROR
r-devel-linux-x86_64-debian-gcc
examples
Running examples in ‘fHMM-Ex.R’ failed
The error most likely occurred in:
> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: set_controls
> ### Title: Define and validate model specifications
> ### Aliases: set_controls validate_c
...[truncated]...
Backtrace:
▆
1. └─fHMM::set_controls(...)
2. └─fHMM:::validate_controls(controls)
3. └─oeli::input_check_response(...)
4. └─cli::cli_abort(paste(prefix, "{check_msg}"), call = NULL)
5. └─rlang::abort(...)
Execution halted
ERROR
r-release-linux-x86_64
examples
Running examples in ‘fHMM-Ex.R’ failed
The error most likely occurred in:
> base::assign(".ptime", proc.time(), pos = "CheckExEnv")
> ### Name: set_controls
> ### Title: Define and validate model specifications
> ### Aliases: set_controls validate_c
...[truncated]...
...)
4. └─cli::cli_abort(paste(prefix, "{check_msg}"), call = NULL)
5. └─rlang::abort(...)
Execution halted
Examples with CPU (user + system) or elapsed time > 5s
user system elapsed
compare_models 4.329 0.2 5.745
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Jun 9, 2026
ERROR 12 OK · 0 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Jun 8, 2026
ERROR
r-devel-linux-x86_64-debian-gcc
package dependencies
Package required but not available: ‘oeli’ See section ‘The DESCRIPTION file’ in the ‘Writing R Extensions’ manual.
OK 12 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 25, 2026
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 6.1Mb
sub-directories of 1Mb or more:
data 2.1Mb
doc 1.1Mb
libs 1.2Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 6.0Mb
sub-directories of 1Mb or more:
data 2.1Mb
doc 1.1Mb
libs 1.2Mb
NOTE
r-oldrel-windows-x86_64
installed package size
installed size is 5.6Mb
sub-directories of 1Mb or more:
data 1.8Mb
doc 1.1Mb
libs 1.1Mb
ERROR 10 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
ERROR
r-devel-windows-x86_64
whether package can be installed
Installation failed. See 'd:/Rcompile/CRANpkg/local/4.6/fHMM.Rcheck/00install.out' for details.
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 6.1Mb
sub-directories of 1Mb or more:
data 2.1Mb
doc 1.1Mb
libs 1.2Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 6.0Mb
sub-directories of 1Mb or more:
data 2.1Mb
doc 1.1Mb
libs 1.2Mb
NOTE
r-oldrel-windows-x86_64
installed package size
installed size is 5.6Mb
sub-directories of 1Mb or more:
data 1.8Mb
doc 1.1Mb
libs 1.1Mb
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 17, 2026
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 6.1Mb
sub-directories of 1Mb or more:
data 2.1Mb
doc 1.1Mb
libs 1.2Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 6.0Mb
sub-directories of 1Mb or more:
data 2.1Mb
doc 1.1Mb
libs 1.2Mb
NOTE
r-oldrel-windows-x86_64
installed package size
installed size is 5.6Mb
sub-directories of 1Mb or more:
data 1.8Mb
doc 1.1Mb
libs 1.1Mb
ERROR 10 OK · 3 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 16, 2026
ERROR
r-devel-linux-x86_64-debian-gcc
re-building of vignette outputs
Error(s) in re-building vignettes: ... --- re-building ‘fHMM.Rmd’ using rmarkdown --- finished re-building ‘fHMM.Rmd’ --- re-building ‘v01_model_definition.Rmd’ using rmarkdown --- finished re-building ‘v01_model_definition.Rmd’ --- re-building ‘ ...[truncated]... del_checking.Rmd’ --- re-building ‘v07_model_selection.Rmd’ using rmarkdown --- finished re-building ‘v07_model_selection.Rmd’ SUMMARY: processing the following file failed: ‘v02_controls.Rmd’ Error: Vignette re-building failed. Execution halted
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 6.1Mb
sub-directories of 1Mb or more:
data 2.1Mb
doc 1.1Mb
libs 1.2Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 6.0Mb
sub-directories of 1Mb or more:
data 2.1Mb
doc 1.1Mb
libs 1.2Mb
NOTE
r-oldrel-windows-x86_64
installed package size
installed size is 5.6Mb
sub-directories of 1Mb or more:
data 1.8Mb
doc 1.1Mb
libs 1.1Mb
NOTE 11 OK · 3 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 6.1Mb
sub-directories of 1Mb or more:
data 2.1Mb
doc 1.1Mb
libs 1.2Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 6.0Mb
sub-directories of 1Mb or more:
data 2.1Mb
doc 1.1Mb
libs 1.2Mb
NOTE
r-oldrel-windows-x86_64
installed package size
installed size is 5.6Mb
sub-directories of 1Mb or more:
data 1.8Mb
doc 1.1Mb
libs 1.1Mb
Dependency Network
Version History
19 tracked
new
1.4.2
Mar 10, 2026