bridge | Bridge Function to Obtain Normalising Constant |
dcvts | Posterior Density of Constant Variance, Stochastic Volatility... |
dmvnb | Density Function for Multivariate Normal-Binary Distribution... |
h.fit | Fitted Volatility Series from Simulated Parameters |
q1q2l | Calculate Posterior Model Density, q1(.), Normalised Density,... |
rescale | Rescale Values to and from Whole Real Number Line |
theta.it | Convert Parameter Data Frame to List |
tsbridge-package | Calculated normalising constants for Bayesian time series... |
tslogl | Log-Likelihood of Time Series Model. |
y.fit | Fitted Time Series from Simulated Parameters |
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