cormat: Generic extraction of correlation matrix

In factorstochvol: Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models

Generic extraction of correlation matrix

Description

Generic function for extracting model-implied correlation matrices, either from the MCMC output, or from the simulated model. Details about the function's behavior can be found in cormat.fsvdraws (the function invoked when applied to MCMC output) or cormat.fsvsim (the function invoked when applied to a simulated model.

Usage

cormat(x, ...)

Arguments

x	An object of class fsvdraws or fsvsim.
...	Arguments to be passed to methods.

Value

Structure containing the model-implied covariance matrix.

See Also

Other generics: covmat()

factorstochvol documentation built on Nov. 24, 2023, 5:08 p.m.