Efficient Bayesian Inference for Stochastic Volatility (SV) Models

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Documentation for package ‘stochvol’ version 0.5-1

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stochvol-package Efficient Bayesian Inference for Stochastic Volatility (SV) Models
latent Common Extractors for 'svdraws' Objects
latent0 Common Extractors for 'svdraws' Objects
para Common Extractors for 'svdraws' Objects
paradensplot Probability Density Function Plot for the Parameter Posteriors
paratraceplot Trace Plot of MCMC Draws from the Parameter Posteriors
plot.svdraws Graphical Summary of the Posterior Distribution
predict.svdraws Prediction of Future Log-Volatilities
priors Common Extractors for 'svdraws' Objects
runtime Common Extractors for 'svdraws' Objects
stochvol Efficient Bayesian Inference for Stochastic Volatility (SV) Models
svsample Markov Chain Monte Carlo (MCMC) Sampling for the Stochastic Volatility (SV) Model
svsim Simulating a Stochastic Volatility Process
thinning Common Extractors for 'svdraws' Objects
updatesummary Updating the Summary of MCMC Draws
volplot Plotting Quantiles of the Latent Volatilities