Uses of Class
com.quantfinlib.ml.RegimeDetector.RegimeModel

Packages that use RegimeDetector.RegimeModel

Package	Description
com.quantfinlib.ml	Statistical learning models for market data, in plain Java.

Uses of RegimeDetector.RegimeModel in com.quantfinlib.ml

Methods in com.quantfinlib.ml that return RegimeDetector.RegimeModel

Modifier and Type	Method	Description
static RegimeDetector.RegimeModel	RegimeDetector.fit(double[] returns, int maxIterations)	Fits with five starts (median split plus four seeded random starts).
static RegimeDetector.RegimeModel	RegimeDetector.fit(double[] returns, int maxIterations, int starts, long seed)	Fits the regime model by EM from several starts.

Methods in com.quantfinlib.ml with parameters of type RegimeDetector.RegimeModel

Modifier and Type	Method	Description
static int[]	RegimeDetector.viterbi(double[] returns, RegimeDetector.RegimeModel model)	Most likely state sequence (Viterbi, in log space) under a fitted model; uses the whole sample, so it is an ex-post labelling.