regime_selection: 1 tool.
Inputs, limits and outputs are described in Fincept Regimes. Full schemas:
fincept_describe_tool.Documentation Index
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Choose how many regimes the data supports: a model family fitted across a range of state counts with random restarts, compared by BIC, AIC, log-likelihood, variational lower bound or held-out log-likelihood; the winning model is returned ready for regime_decode and regime_simulate.
regime_selection: 1 tool.
| Tool | What it does | Notes |
|---|---|---|
regime_select_states | Fits one model family for every state count from min_states to max_states, each from several random restarts, and picks the count by BIC (default), AIC, log-likelihood, held-out log-likelihood or the variational lower bound. |
fincept_describe_tool.