Files in gregorkastner/stochvol
Efficient Bayesian Inference for Stochastic Volatility (SV) Models

.Rbuildignore
.gitignore
.gitmodules
DESCRIPTION
NAMESPACE
NEWS
R/exports.R R/generics.R R/plotting.R R/simulation.R R/stochvol-package.R R/util.R R/utilities_svdraws.R R/wrappers.R R/zzz.R README.md
data/exrates.RData
inst/CITATION
inst/include/stochvol.h
man/arpredict.Rd man/exrates.Rd man/extractors.Rd man/logret.Rd man/paradensplot.Rd man/paratraceplot.Rd man/paratraceplot.svdraws.Rd man/plot.svdraws.Rd man/plot.svpredict.Rd man/predict.svdraws.Rd man/stochvol-package.Rd man/svlsample.Rd man/svlsample2.Rd man/svsample.Rd man/svsample2.Rd man/svsim.Rd man/updatesummary.Rd man/volplot.Rd
src/Makevars
src/Makevars.win
src/aug-kalman-filter.cpp
src/aug-kalman-filter.h
src/auxmix.cpp
src/auxmix.h
src/densities.h
src/exports.cpp
src/h-sampler.cpp
src/h-sampler.h
src/h-utils.cpp
src/h-utils.h
src/mixture-state-sampler.cpp
src/mixture-state-sampler.h
src/parameterization.h
src/progutils.cpp
src/progutils.h
src/regression.cpp
src/regression.h
src/sampler.cpp
src/sampler.h
src/simulation-smoother.cpp
src/simulation-smoother.h
src/theta-sampler.cpp
src/theta-sampler.h
src/theta-utils.cpp
src/theta-utils.h
src/update_functions.cpp
src/update_functions.h
tests/testthat.R tests/testthat/setup_all.R tests/testthat/test-utilities_svdraws.R tests/testthat/test-wrappers.R
vignettes/Makefile
vignettes/article.Rnw
vignettes/extrafig/predlik1.pdf vignettes/extrafig/predlik3.pdf vignettes/extrafig/predlik_terr.pdf
vignettes/heavytails.Rnw
vignettes/macros.tex
vignettes/mybib.bib
vignettes/vignette_sampling_draws2.RData
vignettes/vignette_sampling_realworld.RData
gregorkastner/stochvol documentation built on Sept. 3, 2019, 1:58 p.m.