Man pages for schwartz97
A package on the Schwartz two-factor commodity model
| schwartz97classes | Classes schwartz2f and schwartz2f.fit |
| schwartz97coef-method | Extract parameters of schwartz2f objects |
| schwartz97constructor | Create schwartz2f objects |
| schwartz97distrfut | Schwartz two-factor Model: Distribution of Futures Prices |
| schwartz97distrstate | Schwartz two-factor Model: Distribution of the State... |
| schwartz97filter | Schwartz two-factor Model: Filter futures data |
| schwartz97fitted | Extract Model Fitted Values |
| schwartz97fitting | Schwartz 1997 two factor parameter estimation |
| schwartz97futures-data | Daily futures prices |
| schwartz97futures-plot | Visualization of Futures Data |
| schwartz97internals | Internal Schwartz97 Functions |
| schwartz97meanvcov | Expected value and variance-covariance |
| schwartz97package | Two-factor Commodity Model |
| schwartz97plotfit | Plot Schwartz two-factor fit-objects |
| schwartz97plotstate | Plot Schwartz two-factor trajectories |
| schwartz97pricefutures | Schwartz two-factor Model: Futures Prices |
| schwartz97priceoption | Schwartz two-factor Model: European Option Prices |
| schwartz97randstate | Schwartz two-factor Model: Sampling from the State Variables |
| schwartz97resid | Extract Model Residuals |
