API for MSGARCH
Markov-Switching GARCH Models
| Global functions | |
|---|---|
| .onAttach | Source code |
| CreateSpec | Man page Source code |
| DIC | Man page Source code |
| DIC.MSGARCH_MCMC_FIT | Man page Source code |
| Decoding_HMM | Source code |
| EM_HMM | Source code |
| EM_MM | Source code |
| ExtractStateFit | Man page Source code |
| ExtractStateFit.MSGARCH_MCMC_FIT | Man page Source code |
| ExtractStateFit.MSGARCH_ML_FIT | Man page Source code |
| FitMCMC | Man page Source code |
| FitMCMC.MSGARCH_SPEC | Source code |
| FitML | Man page Source code |
| FitML.MSGARCH_SPEC | Source code |
| Kernel | Source code |
| MSGARCH | Man page |
| MSGARCH-package | Man page |
| MapParameters_univ | Source code |
| PIT | Man page Source code |
| PIT.MSGARCH_MCMC_FIT | Man page Source code |
| PIT.MSGARCH_ML_FIT | Man page Source code |
| PIT.MSGARCH_SPEC | Man page Source code |
| PredPdf | Man page Source code |
| PredPdf.MSGARCH_MCMC_FIT | Man page Source code |
| PredPdf.MSGARCH_ML_FIT | Man page Source code |
| PredPdf.MSGARCH_SPEC | Man page Source code |
| Risk | Man page Source code |
| Risk.MSGARCH_MCMC_FIT | Man page Source code |
| Risk.MSGARCH_ML_FIT | Man page Source code |
| Risk.MSGARCH_SPEC | Man page Source code |
| SMI | Man page |
| Sim | Source code |
| Sim.MSGARCH_MCMC_FIT | Source code |
| Sim.MSGARCH_ML_FIT | Source code |
| Sim.MSGARCH_SPEC | Source code |
| SimplexMapping | Source code |
| SimplexUnmapping | Source code |
| State | Man page Source code |
| State.MSGARCH_MCMC_FIT | Man page Source code |
| State.MSGARCH_ML_FIT | Man page Source code |
| State.MSGARCH_SPEC | Man page Source code |
| TransMat | Man page Source code |
| TransMat.MSGARCH_ML_FIT | Man page Source code |
| TransMat.MSGARCH_SPEC | Man page Source code |
| UncVol | Man page Source code |
| UncVol.MSGARCH_MCMC_FIT | Man page Source code |
| UncVol.MSGARCH_ML_FIT | Man page Source code |
| UncVol.MSGARCH_SPEC | Man page Source code |
| UnmapParameters_univ | Source code |
| Viterbi | Source code |
| Volatility | Man page Source code |
| Volatility.MSGARCH_MCMC_FIT | Man page Source code |
| Volatility.MSGARCH_ML_FIT | Man page Source code |
| Volatility.MSGARCH_SPEC | Man page Source code |
| dUnivLike | Source code |
| ddist | Source code |
| dem2gbp | Man page |
| dofMSGARCH | Source code |
| f_CondVol | Source code |
| f_DIC | Source code |
| f_DistParNames | Source code |
| f_ExtractStateFit | Source code |
| f_EzDist | Source code |
| f_Fit_StaticDist | Source code |
| f_GammaParNames | Source code |
| f_InferenceFun | Source code |
| f_ModelParNames | Source code |
| f_OptimFUNDefault | Source code |
| f_RCPP_adaptMCMC | Source code |
| f_SamplerFUNDefault | Source code |
| f_StargingValues | Source code |
| f_StartingValueMSGARCH | Source code |
| f_StaticStarting_Uni | Source code |
| f_SwitchDistLabels | Source code |
| f_VarianceTargeting | Source code |
| f_add_fixedpar | Source code |
| f_add_regimeconstpar | Source code |
| f_add_regimeconstpar_matrix | Source code |
| f_cdf_empirical | Source code |
| f_check_distribution_spec | Source code |
| f_check_fixedpars | Source code |
| f_check_markov_spec | Source code |
| f_check_par | Source code |
| f_check_parameterConstraints | Source code |
| f_check_parameterPriorMean | Source code |
| f_check_parameterPriorSd | Source code |
| f_check_regime_const_pars | Source code |
| f_check_spec | Source code |
| f_check_variance_spec | Source code |
| f_check_y | Source code |
| f_error | Source code |
| f_getDist | Source code |
| f_getGamma | Source code |
| f_getModel | Source code |
| f_map | Source code |
| f_mapGamma | Source code |
| f_mapJacob | Source code |
| f_mapMS | Source code |
| f_mapPar | Source code |
| f_mapSR | Source code |
| f_map_deriv | Source code |
| f_match | Source code |
| f_nll | Source code |
| f_par_mixture | Source code |
| f_par_mixture_reverse | Source code |
| f_pdf_kernel | Source code |
| f_pn2pw_SR | Source code |
| f_pn2pw_eGARCH_SR | Source code |
| f_pn2pw_gjrGARCH_SR | Source code |
| f_pn2pw_sARCH_SR | Source code |
| f_pn2pw_sGARCH_SR | Source code |
| f_pn2pw_tGARCH_SR | Source code |
| f_posterior | Source code |
| f_process_ctr | Source code |
| f_pw2pn_SR | Source code |
| f_pw2pn_eGARCH_SR | Source code |
| f_pw2pn_gjrGARCH_SR | Source code |
| f_pw2pn_sARCH_SR | Source code |
| f_pw2pn_sGARCH_SR | Source code |
| f_pw2pn_tGARCH_SR | Source code |
| f_rbindrep | Source code |
| f_recover_fixedpar_SR | Source code |
| f_remove_fixedpar | Source code |
| f_remove_regimeconstpar | Source code |
| f_rename_par | Source code |
| f_sort_par | Source code |
| f_spec | Source code |
| f_substitute_fixedpar | Source code |
| f_unmap | Source code |
| f_unmapGamma | Source code |
| f_unmapMS | Source code |
| f_unmapPar | Source code |
| f_unmapSR | Source code |
| getDelta | Source code |
| logLik.MSGARCH_ML_FIT | Source code |
| pdist | Source code |
| plot.MSGARCH_CONDVOL | Source code |
| plot.MSGARCH_FORECAST | Source code |
| plot.MSGARCH_PSTATE | Source code |
| plot.MSGARCH_RISK | Source code |
| plot.MSGARCH_SIM | Source code |
| predict.MSGARCH_MCMC_FIT | Man page Source code |
| predict.MSGARCH_ML_FIT | Man page Source code |
| predict.MSGARCH_SPEC | Man page Source code |
| print.MSGARCH_CONDVOL | Source code |
| print.MSGARCH_FORECAST | Source code |
| print.MSGARCH_MCMC_FIT | Source code |
| print.MSGARCH_ML_FIT | Source code |
| print.MSGARCH_PSTATE | Source code |
| print.MSGARCH_RISK | Source code |
| print.MSGARCH_SIM | Source code |
| print.MSGARCH_SPEC | Source code |
| qdist | Source code |
| rdist | Source code |
| simulate.MSGARCH_MCMC_FIT | Man page Source code |
| simulate.MSGARCH_ML_FIT | Man page Source code |
| simulate.MSGARCH_SPEC | Man page Source code |
| summary.MSGARCH_MCMC_FIT | Source code |
| summary.MSGARCH_ML_FIT | Source code |
| summary.MSGARCH_SPEC | Source code |
