Files in JensWahl/stochvolTMB
Likelihood Estimation of Stochastic Volatility Models
.Rbuildignore
.github/.gitignore
.github/workflows/R-CMD-check.yaml
.github/workflows/rhub.yaml
.gitignore
.lintr
DESCRIPTION
LICENSE.md
NAMESPACE
NEWS.md
R/data.R
R/demo.R
R/optSV.R
R/residuals.R
R/simSV.R
R/stochvolTMB-package.R
R/volplot.R
R/zzz.R
README.Rmd
README.md
cran-comments.md
data/spy.RData
inst/REFERENCES.bib
inst/joss_paper/paper.Rmd
inst/joss_paper/paper.aux
inst/joss_paper/paper.bcf
inst/joss_paper/paper.bib
inst/joss_paper/paper.html
inst/joss_paper/paper.log
inst/joss_paper/paper.md
inst/joss_paper/paper.out
inst/joss_paper/paper.pdf
inst/joss_paper/paper.run.xml
inst/joss_paper/paper_files/figure-latex/unnamed-chunk-3-1.pdf
inst/joss_paper/paper_files/figure-latex/unnamed-chunk-4-1.pdf
inst/shiny-example/server.R
inst/shiny-example/ui.R
man/demo.Rd
man/estimate_parameters.Rd
man/figures/README-example-1.png
man/figures/README-example-2.png
man/figures/README-unnamed-chunk-3-1.png
man/figures/README-unnamed-chunk-3-2.png
man/figures/README-unnamed-chunk-5-1.png
man/figures/shinyApp.png
man/get_nll.Rd
man/logit.Rd
man/plot.stochvolTMB.Rd
man/plot_forecast.Rd
man/predict.stochvolTMB.Rd
man/residuals.Rd
man/sim_sv.Rd
man/simulate_parameters.Rd
man/spy.Rd
man/summary.Rd
man/summary.stochvolTMB_predict.Rd
scripts/benchmark.R
scripts/example.R
scripts/skew_normal.R
scripts/skew_normal.cpp
scripts/skew_t.cpp
src/Makefile
src/Makefile.wim
src/stochvolTMB.cpp
stochvolTMB.Rproj
tests/testthat.R
tests/testthat/test-optSV.R
tests/testthat/test-simSV.R
tests/testthat/test-volplot.R
tests/testthat/test_objects/estimate_parameters.rds
tests/testthat/test_objects/generate_test_parameter_estimates.R
tests/testthat/test_objects/test_parameter_estimates.rds
tests/testthat/test_objects/test_summary.rds
vignettes/.gitignore
vignettes/stochvolTMB_vignette.Rmd
vignettes/stochvol_gauss.rds
vignettes/stochvol_lev.rds
