simulate_parameters: Simulate from the asymptotic distribution of the parameter...
In stochvolTMB: Likelihood Estimation of Stochastic Volatility Models
Description
Usage
Arguments
Value
Description
Sampling is done on the scale the parameters were estimated. The standard deviations are simulated on log-scale
and the persistence is simulated on logit scale. The same is true for the correlation parameter in the leverage model.
Usage
1
simulate_parameters(object, nsim = 1000)
Arguments
object
A stochvolTMB object.
nsim
Number of simulations.
Value
matrix of simulated values.
stochvolTMB documentation built on Aug. 13, 2021, 5:07 p.m.
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Description Usage Arguments Value
Description
Sampling is done on the scale the parameters were estimated. The standard deviations are simulated on log-scale and the persistence is simulated on logit scale. The same is true for the correlation parameter in the leverage model.
Usage
1 | simulate_parameters(object, nsim = 1000)
|
Arguments
object |
A |
nsim |
Number of simulations. |
Value
matrix of simulated values.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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