| stochvol-package | Efficient Bayesian Inference for Stochastic Volatility (SV) Models |
| .svsample | Minimal overhead version of 'svsample'. |
| arpredict | Dynamic prediction for the AR-SV model |
| exrates | Euro exchange rate data |
| latent | Common Extractors for 'svdraws' Objects |
| latent0 | Common Extractors for 'svdraws' Objects |
| logret | Computes (de-meaned) log returns. |
| 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 |
| plot.svdraws | Graphical Summary of the Posterior Distribution |
| predict.svdraws | Prediction of Future Log-Volatilities |
| priors | Common Extractors for 'svdraws' Objects |
| runtime | Common Extractors for 'svdraws' Objects |
| stochvol | Efficient Bayesian Inference for Stochastic Volatility (SV) Models |
| 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 |
| thinning | Common Extractors for 'svdraws' Objects |
| updatesummary | Updating the Summary of MCMC Draws |
| volplot | Plotting Quantiles of the Latent Volatilities |