man-roxygen/param_log_gamma.R
In mlysy/svcommon: Fast Inference for Common-Factor Stochastic Volatility Models
#' @param log_gamma Optional vector of `(nasset + 2)` log-volatility mean reversion parameters on the log scale. The first two correspond to the volatility proxy and the common-factor asset's volatility, respectively. See 'Details'.
mlysy/svcommon documentation built on Sept. 15, 2024, 1:15 a.m.
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#' @param log_gamma Optional vector of `(nasset + 2)` log-volatility mean reversion parameters on the log scale. The first two correspond to the volatility proxy and the common-factor asset's volatility, respectively. See 'Details'.
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