Files in gregorkastner/stochvol
Efficient Bayesian Inference for Stochastic Volatility (SV) Models
.Rbuildignore
.Rinstignore
.github/.gitignore
.github/workflows/R-CMD-check.yaml
.github/workflows/pkgdown.yaml
.github/workflows/test-coverage.yaml
.gitignore
.lintr
DESCRIPTION
NAMESPACE
NEWS.md
R/catch-routine-registration.R
R/exports.R
R/generics.R
R/plotting.R
R/simulation.R
R/stochvol-cpp-doc.R
R/stochvol-package.R
R/util.R
R/utilities_svdraws.R
R/validation.R
R/wrappers.R
R/zzz.R
README.md
_pkgdown.yml
data/exrates.RData
inst/CITATION
inst/examples/extractors.R
inst/examples/predict.R
inst/examples/stochvol-package.R
inst/examples/svlm.R
inst/examples/svsample.R
inst/examples/svsample_cpp.R
inst/examples/svsample_roll.R
inst/examples/svsim.R
inst/examples/updatesummary.R
inst/extdata/create_logo.R.txt
inst/include/adaptation.hpp
inst/include/expert.hpp
inst/include/stochvol.h
inst/include/type_definitions.h
inst/include/type_definitions.hpp
man/expert_defaults.Rd
man/exrates.Rd
man/extractors.Rd
man/figures/logo.svg
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/specify_priors.Rd
man/stochvol-package.Rd
man/sv_prior.Rd
man/svlm.Rd
man/svsample.Rd
man/svsample_cpp.Rd
man/svsample_roll.Rd
man/svsim.Rd
man/update_fast_sv.Rd
man/update_general_sv.Rd
man/update_regressors.Rd
man/update_t_error.Rd
man/updatesummary.Rd
man/validate_and_process_expert.Rd
man/volplot.Rd
pkgdown/favicon/apple-touch-icon-120x120.png
pkgdown/favicon/apple-touch-icon-152x152.png
pkgdown/favicon/apple-touch-icon-180x180.png
pkgdown/favicon/apple-touch-icon-60x60.png
pkgdown/favicon/apple-touch-icon-76x76.png
pkgdown/favicon/apple-touch-icon.png
pkgdown/favicon/favicon-16x16.png
pkgdown/favicon/favicon-32x32.png
pkgdown/favicon/favicon.ico
pre-commit.sh
speedtest.R
speedtest_output.txt
src/Makevars
src/Makevars.win
src/densities.h
src/exports.cc
src/sampling_latent_states.cc
src/sampling_latent_states.h
src/sampling_main.cc
src/sampling_main.h
src/sampling_parameters.cc
src/sampling_parameters.h
src/single_update.cc
src/single_update.h
src/test-densities.cc
src/test-runner.cc
src/utils.h
src/utils_latent_states.cc
src/utils_latent_states.h
src/utils_main.cc
src/utils_main.h
src/utils_parameters.cc
src/utils_parameters.h
tests/testthat.R
tests/testthat/setup_all.R
tests/testthat/test-cpp.R
tests/testthat/test-formula.R
tests/testthat/test-priorspec.R
tests/testthat/test-samplers.R
tests/testthat/test-utilities_svdraws.R
tests/testthat/test-validation.R
tests/testthat/test-wrappers.R
vignettes/.install_extras
vignettes/article.Rnw
vignettes/article2.Rnw
vignettes/jss3813-comtimeplot-1.pdf
vignettes/jss3813-corimageplot-1.pdf
vignettes/jss3813-cortimeplot-1.pdf
vignettes/jss3813-evdiag-1.pdf
vignettes/jss3813-fsvprepdata-1.pdf
vignettes/jss3813-loadplot2-1.png
vignettes/jss3813-loadplot2-2.pdf
vignettes/jss3813-logdetcovn-1.pdf
vignettes/jss3813-preddist-1.png
vignettes/jss3813-varplot-1.pdf
vignettes/jss3813-varplot2-1.pdf
vignettes/jss3813-voltimeplot-1.pdf
vignettes/predlik1.pdf
vignettes/predlik3.pdf
vignettes/ref1.bib
vignettes/ref2.bib
vignettes/vignette_sampling_draws2.RData
vignettes/vignette_sampling_realworld.RData
