Man pages for bmgarch
Bayesian Multivariate GARCH Models
| as.data.frame.fitted.bmgarch | as.data.frame method for fitted.bmgarch objects. |
| as.data.frame.forecast.bmgarch | as.data.frame method for forecast.bmgarch objects. |
| bmgarch | Estimate Bayesian Multivariate GARCH |
| bmgarch_list | Collect bmgarch objects into list. |
| bmgarch-package | The 'bmgarch' package. |
| dot-colQTs | Quantiles within lists |
| dot-cp | Internal function |
| dot-f_array_x_mat | Multiply matrices in array with a vector - generic |
| dot-f_MA | Multiply matrices in array with a vector |
| dot-get_stan_summary | Get stan summaries. |
| dot-newline | Print helper - Return new line(s). |
| dot-pred_array_to_df | Convert predictive array to data.frame. |
| dot-print.config | Print helper for Sampling Config. |
| dot-print.summary.bekk | Print helper for BEKK/pdBEKK. |
| dot-print.summary.beta | Print helper for beta component. |
| dot-print.summary.ccc | Print helper for CCC. |
| dot-print.summary.dcc | Print helper for DCC. |
| dot-print.summary.lp | Print helper for LP component. |
| dot-print.summary.means | Print helper for means component. |
| dot-print.summary.nu | Print helper for nu component. |
| dot-qtile | Internal function to be used |
| dot-refit | Refit model |
| dot-sep | Print helper - Separator, new line |
| dot-sim.bekk | Simulate BEKK data. |
| dot-square | Internal function to be used in sweep() |
| dot-tab | Print helper - tab |
| fitted.bmgarch | Fitted (backcasting) method for bmgarch objects. |
| forecast.bmgarch | Forecast method for bmgarch objects. |
| loo.bmgarch | Leave-Future-Out Cross Validation (LFO-CV) |
| model_weights | Model weights |
| panas | Positive and Negative Affect Scores. |
| plot.bmgarch | Plot method for bmgarch objects. |
| plot.forecast.bmgarch | Plot method for forecast.bmgarch objects. |
| print.fitted.bmgarch | Print method for fitted.bmgarch objects. |
| print.forecast.bmgarch | Print method for forecast.bmgarch objects. |
| print.loo.bmgarch | print method for lfocv |
| print.model_weights | Print method for model_weights |
| print.summary.bmgarch | Print method for bmgarch.summary objects. |
| standat | Standardize input data to facilitate computation |
| stocks | Daily data on returns of Toyota, Nissan, and Honda stocks. |
| summary.bmgarch | Summary method for bmgarch objects. |
| supported_models | Models supported by bmgarch |
