ecld                    Constructor of ecld class
ecld-class              An S4 class to represent the lambda
                        distribution
ecld.cdf                CDF and CCDF of ecld
ecld.pdf                Calculate the PDF of an ecld object
ecld.sd                 Compute statistics analytically for an ecld
                        object
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.df2ts             Utility to standardize timeseries from
                        data.frame to xts
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.get_data          Read sample data
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.plot_spx_vix_obs
                        Plotting HMM expected volatility for SPX
                        overlaid with adjusted VIX
ldhmm.pseudo_residuals
                        Computing pseudo-residuals
ldhmm.read_csv_by_symbol
                        Read csv file of sample data
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
