| stochvol-package | Efficient Bayesian Inference for Stochastic Volatility (SV) Models |
| arpredict | Dynamic prediction for the AR-SV model (deprecated) |
| exrates | Euro exchange rate data |
| extractors | Common Extractors for 'svdraws' Objects |
| latent | Common Extractors for 'svdraws' Objects |
| latent0 | Common Extractors for 'svdraws' Objects |
| logret | Computes the Log Returns of a Time Series |
| logret.default | Computes the Log Returns of a Time Series |
| para | Common Extractors for 'svdraws' 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.svldraws | Graphical Summary of the Posterior Distribution |
| plot.svlpredict | Graphical Summary of the Posterior Predictive Distribution |
| plot.svpredict | Graphical Summary of the Posterior Predictive Distribution |
| predict.svdraws | Prediction of Future Returns and Log-Volatilities |
| predict.svldraws | Prediction of Future Returns and Log-Volatilities |
| priors | Common Extractors for 'svdraws' Objects |
| runtime | Common Extractors for 'svdraws' Objects |
| stochvol | Efficient Bayesian Inference for Stochastic Volatility (SV) Models |
| svlsample | Markov Chain Monte Carlo (MCMC) Sampling for the Stochastic Volatility Model with Leverage (SVL) |
| svlsample2 | Minimal overhead version of 'svlsample'. |
| svsample | Markov Chain Monte Carlo (MCMC) Sampling for the Stochastic Volatility (SV) Model |
| svsample2 | Minimal overhead version of 'svsample'. |
| svsim | Simulating a Stochastic Volatility Process |
| svtsample | Markov Chain Monte Carlo (MCMC) Sampling for the Stochastic Volatility (SV) Model |
| thinning | Common Extractors for 'svdraws' Objects |
| updatesummary | Updating the Summary of MCMC Draws |
| volplot | Plotting Quantiles of the Latent Volatilities |