Files in mlysy/svcommon
Fast Inference for Common-Factor Stochastic Volatility Models
.Rbuildignore
.github/.gitignore
.github/workflows/R-CMD-check.yaml
.github/workflows/pkgdown.yaml
.gitignore
DESCRIPTION
LICENSE
NAMESPACE
NEWS.md
R/check_inputs.R
R/eou_MakeADFun.R
R/eou_sim.R
R/ou_fit.R
R/snp500.R
R/sv_init.R
R/svc_MakeADFun.R
R/svc_dB.R
R/svc_sim.R
R/svc_update.R
R/svcommon-package.R
README.md
_pkgdown.yml
data/snp500.rda
man-roxygen/param_Xt.R
man-roxygen/param_alpha.R
man-roxygen/param_dt.R
man-roxygen/param_log_VPt.R
man-roxygen/param_log_Vt.R
man-roxygen/param_log_gamma.R
man-roxygen/param_log_sigma.R
man-roxygen/param_logit_omega.R
man-roxygen/param_logit_rho.R
man-roxygen/param_logit_tau.R
man-roxygen/param_mu.R
man/eou_MakeADFun.Rd
man/eou_sim.Rd
man/ou_fit.Rd
man/snp500.Rd
man/sv_init.Rd
man/svc_MakeADFun.Rd
man/svc_dB.Rd
man/svc_sim.Rd
man/svc_update.Rd
man/svcommon-package.Rd
pkgdown/templates/footer.html
pkgdown/templates/head.html
src/Makevars
src/Makevars.win
src/TMB/compile.R
src/TMB/include/sv_utils.hpp
src/TMB/sv_common.hpp
src/TMB/sv_eou.hpp
src/TMB/svcommon_TMBExports.cpp
src/init_dummy_file.cpp
tests/dontrun/logprior_test.R
tests/dontrun/snp_test.R
tests/dontrun/sv_common.R
tests/dontrun/volpost_test.R
tests/testthat.R
tests/testthat/helper.R
tests/testthat/test-check_inputs.R
tests/testthat/test-eou_adfun.R
tests/testthat/test-svc_adfun.R
tests/testthat/test-svc_sim.R
vignettes/.gitignore
vignettes/block_opt.RDS
vignettes/factor_model.Rmd
vignettes/init_opt.RDS
vignettes/joint_opt.RDS
vignettes/old/no_site.yml
vignettes/references.bib
vignettes/summary.RDS
vignettes/svcommon.Rmd
vignettes/taylor-and-francis-harvard-x.csl
