Man pages for gregorkastner/stochvol
Efficient Bayesian Inference for Stochastic Volatility (SV) Models

arpredictDynamic prediction for the AR-SV model (deprecated)
exratesEuro exchange rate data
extractorsCommon Extractors for 'svdraws' Objects
logretComputes the Log Returns of a Time Series
paradensplotProbability Density Function Plot for the Parameter...
paratraceplotTrace Plot of MCMC Draws from the Parameter Posteriors
paratraceplot.svdrawsTrace Plot of MCMC Draws from the Parameter Posteriors
plot.svdrawsGraphical Summary of the Posterior Distribution
plot.svpredictGraphical Summary of the Posterior Predictive Distribution
predict.svdrawsPrediction of Future Returns and Log-Volatilities
stochvol-packageEfficient Bayesian Inference for Stochastic Volatility (SV)...
svlsampleMarkov Chain Monte Carlo (MCMC) Sampling for the Stochastic...
svlsample2Minimal overhead version of 'svlsample'.
svsampleMarkov Chain Monte Carlo (MCMC) Sampling for the Stochastic...
svsample2Minimal overhead version of 'svsample'.
svsimSimulating a Stochastic Volatility Process
updatesummaryUpdating the Summary of MCMC Draws
volplotPlotting Quantiles of the Latent Volatilities
gregorkastner/stochvol documentation built on Sept. 3, 2019, 1:58 p.m.