Stochastic Volatility Models with or without Leverage

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Documentation for package ‘ASV’ version 1.1.4

• DESCRIPTION file.
• Package NEWS.

Help Pages

ASV-package	Stochastic Volatility Models with or without Leverage
ASV	Stochastic Volatility Models with or without Leverage
asv_apf	Auxiliary particle filter for stochastic volatility models with leverage
asv_logML	Compute the logarithm of the marginal likelihood for the stochastic volatility models with leverage
asv_mcmc	MCMC estimation for stochastic volatility models with leverage
asv_pf	Particle filter for stochastic volatility models with leverage
asv_posterior	Compute the logarithm of the posterior density for the stochastic volatility models with leverage
asv_prior	Compute the logarithm of the prior density for the stochastic volatility models with leverage
ReportMCMC	Summary statistics, diagnostic statistics and plots.
sv_apf	Auxiliary particle filter for stochastic volatility models without leverage
sv_logML	Compute the logarithm of the marginal likelihood for the stochastic volatility models without leverage
sv_mcmc	MCMC estimation for stochastic volatility models without leverage
sv_pf	Particle filter for stochastic volatility models without leverage
sv_posterior	Compute the logarithm of the posterior density for the stochastic volatility models without leverage
sv_prior	Compute the logarithm of the prior density for the stochastic volatility models without leverage