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 |
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