R: Discrete Nonlinear Filtering for Stochastic Volatility Models

# Discrete Nonlinear Filtering for Stochastic Volatility Models

## Documentation for package ‘SVDNF’ version 0.1.11

- DESCRIPTION file
- User guides, package vignettes and other documentation

## Help Pages

DNF | Discrete Nonlinear Filtering Algorithm for Stochastic Volatility Models
DNF.dynamicsSVM | Discrete Nonlinear Filtering Algorithm for Stochastic Volatility Models
DNFOptim | Discrete Nonlinear Filter Maximum Likelihood Estimation Function
DNFOptim.dynamicsSVM | Discrete Nonlinear Filter Maximum Likelihood Estimation Function
dynamicsSVM | Stochastic Volatility Models Dynamics
extractVolPerc | Extract Filtering and Prediction Distribution Percentiles
extractVolPerc.DNFOptim | Extract Filtering and Prediction Distribution Percentiles
extractVolPerc.SVDNF | Extract Filtering and Prediction Distribution Percentiles
logLik.DNFOptim | Extract Log-Likelihood for 'SVDNF' and 'DNFOptim' Objects
logLik.SVDNF | Extract Log-Likelihood for 'SVDNF' and 'DNFOptim' Objects
modelSim | Simulation from Stochastic Volatility Models with Jumps
modelSim.dynamicsSVM | Simulation from Stochastic Volatility Models with Jumps
pars | Parameters Names and Order for Stochastic Volatility Models with Jumps
pars.dynamicsSVM | Parameters Names and Order for Stochastic Volatility Models with Jumps
plot.DNFOptim | DNF Filtering Distribution Plot Function
plot.predict.DNFOptim | Plot Predictions from 'DNFOptim' or 'SVDNF' Objects
plot.predict.SVDNF | Plot Predictions from 'DNFOptim' or 'SVDNF' Objects
plot.SVDNF | DNF Filtering Distribution Plot Function
predict.DNFOptim | Predict Method for 'DNFOptim' and 'SVDNF' Objects
predict.SVDNF | Predict Method for 'DNFOptim' and 'SVDNF' Objects
print.summary.DNFOptim | Summarizing Stochastic Volatility Model Fits from the Discrete Nonlinear Filter
summary.DNFOptim | Summarizing Stochastic Volatility Model Fits from the Discrete Nonlinear Filter