Description Usage Arguments Value Author(s) See Also Examples
Returns fitted volatility series for each set of simulated parameter values used in the calculation of the log-likelihood. Will only operate for simulations from BUGS models with either stochastic volatility or a random variance shift created in the tsbugs package.
1 |
bug |
A BUGS model created in the tsbugs package. |
sims |
A |
pre.beg |
Logical value to include or exclude |
A data.frame
where rows represent simulations and columns time.
Guy J. Abel
1 2 3 4 5 6 | ## Not run:
# demo example with constant variance models for differenced growth rate
# of England and Wales population as used in Abel et. al. (2013)
demo("cv_bma", "tsbridge")
## End(Not run)
|
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