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

expert_defaultsDefault Values for the Expert Settings
exratesEuro exchange rate data
extractorsCommon Extractors for 'svdraws' and 'svpredict' 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
specify_priorsSpecify Prior Distributions for SV Models
stochvol-packageEfficient Bayesian Inference for Stochastic Volatility (SV)...
svlmMarkov Chain Monte Carlo (MCMC) Sampling for the Stochastic...
sv_priorPrior Distributions in 'stochvol'
svsampleMarkov Chain Monte Carlo (MCMC) Sampling for the Stochastic...
svsample_cppBindings to 'C++' Functions in 'stochvol'
svsample_rollRolling Estimation of Stochastic Volatility Models
svsimSimulating a Stochastic Volatility Process
update_fast_svSingle MCMC Update Using Fast SV
update_general_svSingle MCMC Update Using General SV
update_regressorsSingle MCMC update of Bayesian linear regression
updatesummaryUpdating the Summary of MCMC Draws
update_t_errorSingle MCMC update to Student's t-distribution
validate_and_process_expertValidate and Process Argument 'expert'
volplotPlotting Quantiles of the Latent Volatilities
gregorkastner/stochvol documentation built on March 7, 2024, 8:46 p.m.