summary.stochvolTMB_predict: Calculate quantiles based on predictions from the predictive...

In stochvolTMB: Likelihood Estimation of Stochastic Volatility Models

Description

Calculate quantiles based on predictions from the predictive distribution

Usage

## S3 method for class 'stochvolTMB_predict'
summary(object, ..., quantiles = c(0.025, 0.975), predict_mean = TRUE)

Arguments

object	A stochvolTMB_summary object.
...	Not used.
quantiles	A numeric vector specifying which quantiles to calculate.
predict_mean	bool. Should the mean be predicted?

Value

A list of data.tables. One for y, h and h_exp.

stochvolTMB documentation built on Aug. 13, 2021, 5:07 p.m.