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 |