@railpath/finance-toolkit
Version:
Production-ready finance library for portfolio construction, risk analytics, quantitative metrics, and ML-based regime detection
24 lines (23 loc) • 704 B
TypeScript
import { z } from 'zod';
/**
* Zod schema for HMM model
*/
export declare const HMMModelSchema: z.ZodObject<{
numStates: z.ZodNumber;
numFeatures: z.ZodNumber;
transitionMatrix: z.ZodArray<z.ZodArray<z.ZodNumber>>;
emissionParams: z.ZodArray<z.ZodObject<{
means: z.ZodArray<z.ZodNumber>;
variances: z.ZodArray<z.ZodNumber>;
}, z.core.$strip>>;
initialProbs: z.ZodArray<z.ZodNumber>;
logLikelihood: z.ZodOptional<z.ZodNumber>;
}, z.core.$strip>;
/**
* TypeScript types derived from Zod schemas
*/
export type HMMModel = z.infer<typeof HMMModelSchema>;
/**
* Validated type after parsing
*/
export type HMMModelValidated = z.output<typeof HMMModelSchema>;