R: Methods and Tools for Bayesian Dynamic Conditional Correlation GARCH(1,1) Model

# Methods and Tools for Bayesian Dynamic Conditional Correlation GARCH(1,1) Model

## Documentation for package ‘bayesDccGarch’ version 3.0.4

- DESCRIPTION file.

## Help Pages

bayesDccGarch-package | bayesDccGARCH: Methods and tools for Bayesian analysis of DCC-GARCH(1,1) Model.
bayesDccGarch | Bayesian Estimation of the DCC-GARCH(1,1) Model.
DaxCacNik | Log-returns of daily indices of stock markets in Frankfurt, Paris and Tokio
dssged | Density functions of multivariate Standard Skew Norm, t-Student and GED distributions
dssnorm | Density functions of multivariate Standard Skew Norm, t-Student and GED distributions
dsst | Density functions of multivariate Standard Skew Norm, t-Student and GED distributions
increaseSim | Bayesian Estimation of the DCC-GARCH(1,1) Model.
logLikDccGarch | The logarithm of likelihood function of DCC-GARCH(1,1) Model.
plot | Plotting volatilities for Bayesian DCC-GARCH model
plot.bayesDccGarch | Plotting volatilities for Bayesian DCC-GARCH model
plotVol | Plotting volatilities of time series
predict | Bayesian forecast for volatilities and coditional correlations
predict.bayesDccGarch | Bayesian forecast for volatilities and coditional correlations
update | Bayesian Estimation of the DCC-GARCH(1,1) Model.
update.bayesDccGarch | Bayesian Estimation of the DCC-GARCH(1,1) Model.
window | Bayesian Estimation of the DCC-GARCH(1,1) Model.
window.bayesDccGarch | Bayesian Estimation of the DCC-GARCH(1,1) Model.