Man pages for stochvol
Efficient Bayesian Inference for Stochastic Volatility (SV) Models

arpredictDynamic prediction for the AR-SV model
exratesEuro exchange rate data
extractorsCommon Extractors for 'svdraws' Objects
logretComputes (de-meaned) log returns.
paradensplotProbability Density Function Plot for the Parameter...
paratraceplotTrace Plot of MCMC Draws from the Parameter Posteriors
plot.svdrawsGraphical Summary of the Posterior Distribution
predict.svdrawsPrediction of Future Log-Volatilities
stochvol-packageEfficient Bayesian Inference for Stochastic Volatility (SV)...
svsampleMarkov Chain Monte Carlo (MCMC) Sampling for the Stochastic...
svsample2Minimal overhead version of 'svsample'.
svsimSimulating a Stochastic Volatility Process
updatesummaryUpdating the Summary of MCMC Draws
volplotPlotting Quantiles of the Latent Volatilities
stochvol documentation built on Sept. 19, 2017, 1:04 a.m.