API for MSGARCH
Markov-Switching GARCH Models

Global functions
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
onAttach 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
MSGARCH documentation built on Nov. 17, 2017, 4:34 a.m.