generateDataSimulSV: Helper function simulating from the toy SV model
In ilyaZar/SVmodelRcppSMC: RcppSMC package example for the Stochastic volatitly model
Description
Usage
Arguments
Value
View source: R/99_data_simulation_helpers.R
Description
Helper function simulating from the toy SV model
Usage
1
generateDataSimulSV(TT, phiX, sigmaX, betaY, initStateX0)
Arguments
TT
number of time periods
phiX
phi parameter of state process
sigmaX
sigma parameter of measurements y
betaY
beta parameter of measurements
initStateX0
state initialization
Value
a named list of two: simulated state trajectory (statesXt) and
corresponding measurements (measurementsYt) under the model
ilyaZar/SVmodelRcppSMC documentation built on Dec. 20, 2021, 6:57 p.m.
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Description Usage Arguments Value
View source: R/99_data_simulation_helpers.R
Description
Helper function simulating from the toy SV model
Usage
1 | generateDataSimulSV(TT, phiX, sigmaX, betaY, initStateX0)
|
Arguments
TT |
number of time periods |
phiX |
phi parameter of state process |
sigmaX |
sigma parameter of measurements y |
betaY |
beta parameter of measurements |
initStateX0 |
state initialization |
Value
a named list of two: simulated state trajectory (statesXt) and corresponding measurements (measurementsYt) under the model
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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