bayesGARCH: Bayesian Estimation of the GARCH(1,1) Model with Student-t Innovations

Provides the bayesGARCH function which performs the Bayesian estimation of the GARCH(1,1) model with Student's t innovations.

Author
David Ardia [aut, cre]
Date of publication
2015-12-15 09:27:07
Maintainer
David Ardia <david.ardia@fsa.ulaval.ca>
License
GPL (>= 2)
Version
2.0.2
URLs

View on CRAN

Man pages

bayesGARCH
Bayesian Estimation of the GARCH(1,1) Model with Student-t...
dem2gbp
DEM/GBP exchange rate log-returns
formSmpl
Form the Posterior Sample

Files in this package

bayesGARCH
bayesGARCH/COPYING
bayesGARCH/inst
bayesGARCH/inst/CITATION
bayesGARCH/inst/COPYRIGHTS
bayesGARCH/src
bayesGARCH/src/fnGarchC.c
bayesGARCH/NAMESPACE
bayesGARCH/NEWS
bayesGARCH/data
bayesGARCH/data/dem2gbp.rda
bayesGARCH/R
bayesGARCH/R/sampler.R
bayesGARCH/R/functions.R
bayesGARCH/MD5
bayesGARCH/README
bayesGARCH/DESCRIPTION
bayesGARCH/THANKS
bayesGARCH/man
bayesGARCH/man/formSmpl.Rd
bayesGARCH/man/bayesGARCH.Rd
bayesGARCH/man/dem2gbp.Rd