svc_update: Update the parameters and latent variables of an SVC model.

In mlysy/svcommon: Fast Inference for Common-Factor Stochastic Volatility Models

Update the parameters and latent variables of an SVC model.

Description

Update the parameters and latent variables of an SVC model.

Usage

svc_update(fit, old_par, iasset)

Arguments

fit	An object returned by svc_MakeADFun() or eou_MakeADFun(), typically after it has been used in a numerical optimization routine.
old_par	A list of SVC parameters to be updated. Must be in the same format as the par_list argument of svc_MakeADFun().
iasset	Which parameter(s) to update. See corresponding argument of svc_MakeADFun().

Value

A list in the same format as old_par but with the corresponding parameters and latent variables updated with those of svc_fit.

mlysy/svcommon documentation built on Sept. 15, 2024, 1:15 a.m.