Files in ph-rast/bmgarch
Bayesian Multivariate GARCH Models
.Rbuildignore
.covrignore
.github/workflows/R-CMD-check.yml
.github/workflows/build.yml
.gitignore
.travis.yml
CODE_OF_CONDUCT.md
CONTRIBUTING.md
DESCRIPTION
NAMESPACE
NEWS.md
R/bmgarch-package.R
R/bmgarch.R
R/cmdstan_path.R
R/forecasting_gq.R
R/helper.R
R/lfocv.R
R/model_weights.R
R/panas.R
R/plot.R
R/print.R
R/simulate.R
R/stanmodels.R
R/stocks.R
R/zzz.R
README.Rmd
README.md
bmgarch.Rproj
configure
configure.win
cran-comments.md
data/panas.rda
data/stocks.rda
doc/auto/paper.el
doc/paper.bib
doc/paper.md
inst/REFERENCES.bib
inst/auto/REFERENCES.el
inst/include/stan_meta_header.hpp
inst/stan/BEKKMGARCH.stan
inst/stan/CCCMGARCH.stan
inst/stan/DCCMGARCH.stan
inst/stan/data/data.stan
inst/stan/data/gq_data.stan
inst/stan/forecastBEKK.stan
inst/stan/forecastCCC.stan
inst/stan/forecastDCC.stan
inst/stan/functions/cov2cor.stan
inst/stan/functions/jacobian.stan
inst/stan/generated/forecast_log_lik.stan
inst/stan/generated/forecast_sampling.stan
inst/stan/generated/retrodict_H.stan
inst/stan/include/license.stan
inst/stan/model_components/mu.stan
inst/stan/parameters/arma.stan
inst/stan/parameters/predH.stan
inst/stan/pdBEKKMGARCH.stan
inst/stan/transformed_data/xh_marker.stan
man/as.data.frame.fitted.bmgarch.Rd
man/as.data.frame.forecast.bmgarch.Rd
man/bmgarch-package.Rd
man/bmgarch.Rd
man/bmgarch_list.Rd
man/dot-colQTs.Rd
man/dot-cp.Rd
man/dot-f_MA.Rd
man/dot-f_array_x_mat.Rd
man/dot-get_stan_summary.Rd
man/dot-get_target_stan_path.Rd
man/dot-newline.Rd
man/dot-pred_array_to_df.Rd
man/dot-print.config.Rd
man/dot-print.summary.bekk.Rd
man/dot-print.summary.beta.Rd
man/dot-print.summary.ccc.Rd
man/dot-print.summary.dcc.Rd
man/dot-print.summary.lp.Rd
man/dot-print.summary.means.Rd
man/dot-print.summary.nu.Rd
man/dot-qtile.Rd
man/dot-refit.Rd
man/dot-sep.Rd
man/dot-sim.bekk.Rd
man/dot-square.Rd
man/dot-tab.Rd
man/figures/README-fit3ForecastPlot-1.png
man/figures/README-fit3ForecastPlot-2.png
man/figures/README-fit3ForecastPlot-3.png
man/figures/README-forecastPlot-1.png
man/figures/README-forecastPlot-2.png
man/figures/README-forecastPlot-3.png
man/figures/README-stockForecastPlot-1.png
man/figures/README-stockForecastPlot-2.png
man/figures/README-stockForecastPlot-3.png
man/figures/README-weightedForecastPlot-1.png
man/figures/README-weightedForecastPlot-2.png
man/figures/README-weightedForecastPlot-3.png
man/figures/README-weightedForecastPlot-4.png
man/fitted.bmgarch.Rd
man/forecast.bmgarch.Rd
man/loo.bmgarch.Rd
man/model_weights.Rd
man/panas.Rd
man/plot.bmgarch.Rd
man/plot.forecast.bmgarch.Rd
man/print.fitted.bmgarch.Rd
man/print.forecast.bmgarch.Rd
man/print.loo.bmgarch.Rd
man/print.model_weights.Rd
man/print.summary.bmgarch.Rd
man/standat.Rd
man/stocks.Rd
man/summary.bmgarch.Rd
man/supported_models.Rd
src/Makevars
src/Makevars.win
src/RcppExports.cpp
tests/stocks.R
tests/testthat.R
tests/testthat/test-meanstr.R
tests/testthat/test-models.R
tests/testthat/testdata.R
