Man pages for stochvolTMB
Likelihood Estimation of Stochastic Volatility Models

demoRun shiny demo
estimate_parametersEstimate parameters for the stochastic volatility model
get_nllConstruct objective function with derivatives using MakeADFun
plot.stochvolTMBPlot estimated latent volatility process
residualsCalculate one-step-ahead (OSA) residuals for stochastic...
sim_svSimulate data from the stochastic volatility model
spyDaily closing prices for the S&P500 from 2005 to 2018.
summarySummary tables of model parameters
stochvolTMB documentation built on Sept. 4, 2020, 5:07 p.m.