Stovol: Create a Stochastic Volatility model
In nickpoison/nltsa: Nonlinear Time Series Analysis
Description
Usage
Arguments
Value
Description
Create a Stochastic Volatility model
Usage
1
Arguments
phi
State auto-regressive parameter
sigma
State noise standard deviation
beta
Basis standard volatility
Value
S3 object of class NoisyAR
nickpoison/nltsa documentation built on May 23, 2019, 4:48 p.m.
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Description Usage Arguments Value
Description
Create a Stochastic Volatility model
Usage
1 |
Arguments
phi |
State auto-regressive parameter |
sigma |
State noise standard deviation |
beta |
Basis standard volatility |
Value
S3 object of class NoisyAR
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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