ldhmm                   Constructor of ldhmm class
ldhmm-class             The ldhmm class
ldhmm-package           ldhmm: A package for HMM using lambda
                        distribution.
ldhmm.calc_stats_from_obs
                        Computing the statistics for each state
ldhmm.conditional_prob
                        Computing the conditional probabilities
ldhmm.decode_stats_history
                        Estimating historical statistics (mean,
                        volatility and kurtosis)
ldhmm.decoding          Computing the minus log-likelihood (MLLK)
ldhmm.forecast_prob     Computing the forecast probability distribution
ldhmm.forecast_state    Computing the state forecast
ldhmm.forecast_volatility
                        Computing the volatility forecast for next one
                        period
ldhmm.fred_data         Utility to download time series from FRED
ldhmm.gamma_init        Initializing tansition probability paramter
ldhmm.ld_stats          Computes the theoretical statistics per state
ldhmm.log_forward       Computing the log forward and backward
                        probabilities
ldhmm.mle               Computing the MLEs
ldhmm.mllk              Computing the minus log-likelihood (MLLK)
ldhmm.n2w               Transforming natural parameters to a linear
                        working parameter array
ldhmm.oxford_man_index_list
                        Get the index list from Oxford-Man
ldhmm.oxford_man_plot_obs
                        Plotting Oxford-Man realized volatility
                        overlaid with HMM expected volatility
ldhmm.oxford_man_realized_data
                        Get the realized data from Oxford-Man
ldhmm.oxford_man_ts     Get time series from Oxford-Man Realized data
                        set
ldhmm.plot_spx_vix_obs
                        Plotting HMM expected volatility for SPX
                        overlaid with adjusted VIX
ldhmm.pseudo_residuals
                        Computing pseudo-residuals
ldhmm.read_sample_object
                        Read sample ldhmm object
ldhmm.simulate_abs_acf
                        Simulating auto-correlation (ACF)
ldhmm.simulate_state_transition
                        Simulating state transition
ldhmm.sma               Simple moving average of a time series
ldhmm.state_ld          Constructing the ecld objects per state
ldhmm.state_pdf         Computing the PDF per state given the
                        observations
ldhmm.ts_abs_acf        Computing ACF of the absolute value of a time
                        series
ldhmm.ts_log_rtn        Get log-returns from historic prices of an
                        index
ldhmm.viterbi           Computing the global decoding by the Viterbi
                        algorithm
ldhmm.w2n               Transforming working parameter array to natural
                        parameters
numericOrNull-class     The numericOrNull class
