Man pages for gregorkastner/stochvol
Efficient Bayesian Inference for Stochastic Volatility (SV) Models
| expert_defaults | Default Values for the Expert Settings |
| exrates | Euro exchange rate data |
| extractors | Common Extractors for 'svdraws' and 'svpredict' Objects |
| logret | Computes the Log Returns of a Time Series |
| paradensplot | Probability Density Function Plot for the Parameter... |
| paratraceplot | Trace Plot of MCMC Draws from the Parameter Posteriors |
| paratraceplot.svdraws | Trace Plot of MCMC Draws from the Parameter Posteriors |
| plot.svdraws | Graphical Summary of the Posterior Distribution |
| plot.svpredict | Graphical Summary of the Posterior Predictive Distribution |
| predict.svdraws | Prediction of Future Returns and Log-Volatilities |
| specify_priors | Specify Prior Distributions for SV Models |
| stochvol-package | Efficient Bayesian Inference for Stochastic Volatility (SV)... |
| svlm | Markov Chain Monte Carlo (MCMC) Sampling for the Stochastic... |
| sv_prior | Prior Distributions in 'stochvol' |
| svsample | Markov Chain Monte Carlo (MCMC) Sampling for the Stochastic... |
| svsample_cpp | Bindings to 'C++' Functions in 'stochvol' |
| svsample_roll | Rolling Estimation of Stochastic Volatility Models |
| svsim | Simulating a Stochastic Volatility Process |
| update_fast_sv | Single MCMC Update Using Fast SV |
| update_general_sv | Single MCMC Update Using General SV |
| update_regressors | Single MCMC update of Bayesian linear regression |
| updatesummary | Updating the Summary of MCMC Draws |
| update_t_error | Single MCMC update to Student's t-distribution |
| validate_and_process_expert | Validate and Process Argument 'expert' |
| volplot | Plotting Quantiles of the Latent Volatilities |
