R: Winsorized ARMA Estimation for Higher-Order Stochastic Volatility Models

# Winsorized ARMA Estimation for Higher-Order Stochastic Volatility Models

## Documentation for package ‘wARMASVp’ version 0.2.0

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

## Help Pages

filter_svp | Filter Latent Volatility from an Estimated SV(p) Model
forecast_svp | Multi-Step Ahead Volatility Forecast
lmc_ar | LMC Test for AR Order in SV(p) Models
lmc_ged | LMC Test for GED Shape Parameter
lmc_lev | LMC Test for Leverage in SV(p) Models
lmc_t | LMC Test for Student-t Tail Parameter
mmc_ar | MMC Test for AR Order in SV(p) Models
mmc_ged | MMC Test for GED Shape Parameter
mmc_lev | MMC Test for Leverage in SV(p) Models
mmc_t | MMC Test for Student-t Tail Parameter
sim_svp | Simulate from a Stochastic Volatility Model
svp | Estimate a Stochastic Volatility Model
svpSE | Simulation-Based Standard Errors for SV(p) Models
svp_AR_order | AR-order selection sweep for SV(p)
svp_IC | Information criteria for SV(p) AR-order selection