R: Efficient Bayesian Inference for Stochastic Volatility (SV) Models

# Efficient Bayesian Inference for Stochastic Volatility (SV) Models

## Documentation for package ‘stochvol’ version 3.2.9

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

## Help Pages

stochvol-package | Efficient Bayesian Inference for Stochastic Volatility (SV) Models
default_fast_sv | Default Values for the Expert Settings
exrates | Euro exchange rate data
extractors | Common Extractors for 'svdraws' and 'svpredict' Objects
get_default_fast_sv | Default Values for the Expert Settings
get_default_general_sv | Default Values for the Expert Settings
latent | Common Extractors for 'svdraws' and 'svpredict' Objects
latent0 | Common Extractors for 'svdraws' and 'svpredict' Objects
logret | Computes the Log Returns of a Time Series
logret.default | Computes the Log Returns of a Time Series
observations | Common Extractors for 'svdraws' and 'svpredict' Objects
para | Common Extractors for 'svdraws' and 'svpredict' Objects
paradensplot | Probability Density Function Plot for the Parameter Posteriors
paratraceplot | Trace Plot of MCMC Draws from the Parameter Posteriors
paratraceplot.svdraws | Trace Plot of MCMC Draws from the Parameter Posteriors
plot.svdraws | Graphical Summary of the Posterior Distribution
plot.svpredict | Graphical Summary of the Posterior Predictive Distribution
predict.svdraws | Prediction of Future Returns and Log-Volatilities
predlatent | Common Extractors for 'svdraws' and 'svpredict' Objects
predvola | Common Extractors for 'svdraws' and 'svpredict' Objects
predy | Common Extractors for 'svdraws' and 'svpredict' Objects
priors | Common Extractors for 'svdraws' and 'svpredict' Objects
runtime | Common Extractors for 'svdraws' and 'svpredict' Objects
sampled_parameters | Common Extractors for 'svdraws' and 'svpredict' Objects
specify_priors | Specify Prior Distributions for SV Models
stochvol | Efficient Bayesian Inference for Stochastic Volatility (SV) Models
svbeta | Common Extractors for 'svdraws' and 'svpredict' Objects
svlm | Markov Chain Monte Carlo (MCMC) Sampling for the Stochastic Volatility (SV) Model
svlsample | Markov Chain Monte Carlo (MCMC) Sampling for the Stochastic Volatility (SV) Model
svlsample_roll | Rolling Estimation of Stochastic Volatility Models
svsample | Markov Chain Monte Carlo (MCMC) Sampling for the Stochastic Volatility (SV) Model
svsample2 | Markov Chain Monte Carlo (MCMC) Sampling for the Stochastic Volatility (SV) Model
svsample_fast_cpp | Bindings to 'C++' Functions in 'stochvol'
svsample_general_cpp | Bindings to 'C++' Functions in 'stochvol'
svsample_roll | Rolling Estimation of Stochastic Volatility Models
svsim | Simulating a Stochastic Volatility Process
svtau | Common Extractors for 'svdraws' and 'svpredict' Objects
svtlsample | Markov Chain Monte Carlo (MCMC) Sampling for the Stochastic Volatility (SV) Model
svtlsample_roll | Rolling Estimation of Stochastic Volatility Models
svtsample | Markov Chain Monte Carlo (MCMC) Sampling for the Stochastic Volatility (SV) Model
svtsample_roll | Rolling Estimation of Stochastic Volatility Models
sv_beta | Prior Distributions in 'stochvol'
sv_constant | Prior Distributions in 'stochvol'
sv_exponential | Prior Distributions in 'stochvol'
sv_gamma | Prior Distributions in 'stochvol'
sv_infinity | Prior Distributions in 'stochvol'
sv_inverse_gamma | Prior Distributions in 'stochvol'
sv_multinormal | Prior Distributions in 'stochvol'
sv_normal | Prior Distributions in 'stochvol'
thinning | Common Extractors for 'svdraws' and 'svpredict' Objects
updatesummary | Updating the Summary of MCMC Draws
update_fast_sv | Single MCMC Update Using Fast SV
update_general_sv | Single MCMC Update Using General SV
update_regressors | Single MCMC update of Bayesian linear regression
update_t_error | Single MCMC update to Student's t-distribution
validate_and_process_expert | Validate and Process Argument 'expert'
vola | Common Extractors for 'svdraws' and 'svpredict' Objects
volplot | Plotting Quantiles of the Latent Volatilities