Files in factorstochvol
Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models

MD5
NEWS
NAMESPACE
DESCRIPTION
R/plotting.R R/factorstochvol-package.R R/utilities_fsvsim.R R/simulation.R R/utilities_other.R R/wrappers.R R/utilities_fsvdraws.R R/generics.R R/zzz.R R/imports.R
src/Makevars.win
src/Makevars
src/update_fsv.cpp
src/update_fsv.h
src/predict.cpp
src/predict.h
src/progutils.h
src/testrgig.cpp
src/sampler.h
src/progutils.cpp
src/sampler.cpp
src/dmvnorm.cpp
src/dmvnorm.h
src/register.cpp
inst/CITATION
inst/include/factorstochvol.h
inst/doc/paper.Rtex
inst/doc/paper.pdf
build/vignette.rds
build/partial.rdb
tests/testthat.R tests/testthat/test-plotting.R tests/testthat/test-non-bayesian.R tests/testthat/test-utilities.R tests/testthat/setup-all.R
vignettes/ref.bib
vignettes/paper.Rtex
vignettes/Figures/jss3813-svlplot-1.pdf vignettes/Figures/jss3813-loadplot2-2.pdf vignettes/Figures/jss3813-fsvprepdata-1.pdf vignettes/Figures/jss3813-cortimeplot-1.pdf vignettes/Figures/jss3813-loadplot2-1.pdf vignettes/Figures/jss3813-preddist-1.pdf vignettes/Figures/jss3813-voltimeplot-1.pdf vignettes/Figures/jss3813-evdiag-1.pdf vignettes/Figures/jss3813-comtimeplot-1.pdf vignettes/Figures/jss3813-plotsvlpred-1.pdf vignettes/Figures/jss3813-varplot2-1.pdf vignettes/Figures/jss3813-varplot-1.pdf vignettes/Figures/jss3813-corimageplot-1.pdf vignettes/Figures/jss3813-logdetcovn-1.pdf vignettes/Figures/jss3813-svlbetaplot-1.pdf man/expweightcov.Rd man/comtimeplot.Rd man/facloadpointplot.Rd man/signident.Rd man/facloaddensplot.Rd man/runningcormat.Rd man/print.fsvdraws.Rd man/corplot.Rd man/fsvsample.Rd man/covmat.fsvdraws.Rd man/facloadpairplot.Rd man/predprecWB.Rd man/paratraceplot.Rd man/predcor.Rd man/runningcovmat.Rd man/preorder.Rd man/predcov.Rd man/plotalot.Rd man/findrestrict.Rd man/ledermann.Rd man/cormat.fsvsim.Rd man/evdiag.Rd man/predloglik.Rd man/corelement.Rd man/predh.Rd man/voltimeplot.Rd man/covelement.Rd man/covmat.Rd man/predcond.Rd man/predloglikWB.Rd man/factorstochvol-package.Rd man/facloadcredplot.Rd man/cortimeplot.Rd man/plot.fsvdraws.Rd man/logvartimeplot.Rd man/cormat.fsvdraws.Rd man/logret.Rd man/covmat.fsvsim.Rd man/fsvsim.Rd man/cormat.Rd man/facloadtraceplot.Rd man/orderident.Rd man/corimageplot.Rd
factorstochvol documentation built on Nov. 24, 2023, 5:08 p.m.