Metadata-Version: 1.1
Name: regime_switch_model
Version: 0.1.1
Summary: Regime-Switching Model
Home-page: https://github.com/Liuyi-Hu/regime_switch_model
Author: Liuyi Hu
Author-email: liuyi.hu.apply@gmail.com
License: new BSD
Description: ===============
        regime_switch_model
        ===============
        regime_switch_model is a set of algorithms for learning and inference
        of the Regime-Switching Model.
        
        
        Important links
        ===============
        
        * Official source code repo: https://github.com/Liuyi-Hu/regime_switch_model
        
        Dependencies
        ============
        
        The required dependencies to use regime_switch_model are
        
        * Python >= 2.7
        * NumPy (tested to work with >=1.13.1)
        * SciPy (tested to work with >=0.19.0)
        * scikit-learn >= 0.18.1
        
        
        Installation
        ============
        
        First make sure you have installed all the dependencies listed above. Then run
        the following command::
        
            pip install -U --user regime_switch_model
        
        
        Reference
        ============
        * Ma, Ying, Leonard MacLean, Kuan Xu, and Yonggan Zhao. "A portfolio optimization model with regime-switching risk factors for sector exchange traded funds." Pac J Optim 7, no. 2 (2011): 281-296.
        
        Credits
        ============
        Part of the code are from Python package 'hmmlearn'. Their source code can be found here: https://github.com/hmmlearn/hmmlearn
        
Platform: UNKNOWN
Classifier: Development Status :: 3 - Alpha
Classifier: License :: OSI Approved
Classifier: Programming Language :: Python :: 2.7
Classifier: Topic :: Scientific/Engineering
