R: Bayesian Multivariate GARCH Models

# Bayesian Multivariate GARCH Models

## Documentation for package ‘bmgarch’ version 2.1.0

- DESCRIPTION file.
- Package NEWS.

## Help Pages

as.data.frame.fitted.bmgarch | as.data.frame method for fitted.bmgarch objects.
as.data.frame.forecast.bmgarch | as.data.frame method for forecast.bmgarch objects.
bmgarch | Estimate Bayesian Multivariate GARCH
bmgarch_list | Collect bmgarch objects into list.
fitted.bmgarch | Fitted (backcasting) method for bmgarch objects.
forecast | Forecast method for bmgarch objects.
forecast.bmgarch | Forecast method for bmgarch objects.
loo | Leave-Future-Out Cross Validation (LFO-CV)
loo.bmgarch | Leave-Future-Out Cross Validation (LFO-CV)
model_weights | Model weights
panas | Positive and Negative Affect Scores.
plot.bmgarch | Plot method for bmgarch objects.
plot.forecast.bmgarch | Plot method for forecast.bmgarch objects.
print.fitted.bmgarch | Print method for fitted.bmgarch objects.
print.forecast.bmgarch | Print method for forecast.bmgarch objects.
print.loo.bmgarch | print method for lfocv
print.model_weights | Print method for model_weights
print.summary.bmgarch | Print method for bmgarch.summary objects.
stocks | Daily data on returns of Toyota, Nissan, and Honda stocks.
summary.bmgarch | Summary method for bmgarch objects.