Files in gregorkastner/factorstochvol
Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models
.Rbuildignore
.gitignore
.gitmodules
DESCRIPTION
Makefile
NAMESPACE
NEWS
R/factorstochvol-package.R
R/generics.R
R/imports.R
R/plotting.R
R/simulation.R
R/utilities_fsvdraws.R
R/utilities_fsvsim.R
R/utilities_other.R
R/wrappers.R
R/zzz.R
README.md
inst/CITATION
inst/include/factorstochvol.h
man/comtimeplot.Rd
man/corelement.Rd
man/corimageplot.Rd
man/cormat.Rd
man/cormat.fsvdraws.Rd
man/cormat.fsvsim.Rd
man/corplot.Rd
man/cortimeplot.Rd
man/covelement.Rd
man/covmat.Rd
man/covmat.fsvdraws.Rd
man/covmat.fsvsim.Rd
man/evdiag.Rd
man/expweightcov.Rd
man/facloadcredplot.Rd
man/facloaddensplot.Rd
man/facloadpairplot.Rd
man/facloadpointplot.Rd
man/facloadtraceplot.Rd
man/factorstochvol-package.Rd
man/findrestrict.Rd
man/fsvsample.Rd
man/fsvsim.Rd
man/ledermann.Rd
man/logret.Rd
man/logvartimeplot.Rd
man/orderident.Rd
man/paratraceplot.Rd
man/plot.fsvdraws.Rd
man/plotalot.Rd
man/predcond.Rd
man/predcor.Rd
man/predcov.Rd
man/predh.Rd
man/predloglik.Rd
man/predloglikWB.Rd
man/predprecWB.Rd
man/preorder.Rd
man/print.fsvdraws.Rd
man/runningcormat.Rd
man/runningcovmat.Rd
man/signident.Rd
man/voltimeplot.Rd
paper.Rnw
src/Makevars
src/Makevars.win
src/dmvnorm.cpp
src/dmvnorm.h
src/factorstochvol.dll
src/predict.cpp
src/predict.h
src/progutils.cpp
src/progutils.h
src/register.cpp
src/sampler.cpp
src/sampler.h
src/testrgig.cpp
src/update_fsv.cpp
src/update_fsv.h
tests/testthat.R
tests/testthat/setup-all.R
tests/testthat/test-non-bayesian.R
tests/testthat/test-plotting.R
tests/testthat/test-utilities.R
vignettes/ref.bib
