# Efficient Bayesian Inference for Stochastic Volatility (SV) Models

## Documentation for package ‘stochvol’ version 2.0.4

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

## Help Pages

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