Bayesian Multivariate GARCH Models


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Documentation for package ‘bmgarch’ version 1.0.0

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bmgarch-package The 'bmgarch' package.
as.data.frame.fitted.bmgarch as.data.frame method for fitted.bmgarch objects.
as.data.frame.forecast.bmgarch as.data.frame method for forecast.bmgarch objects.
bmgarch Estimate Bayesian Multivariate GARCH
bmgarch_list Collect bmgarch objects into list.
fitted.bmgarch Fitted (backcasting) method for bmgarch objects.
forecast Forecast method for bmgarch objects.
forecast.bmgarch Forecast method for bmgarch objects.
loo Leave-Future-Out Cross Validation (LFO-CV)
loo.bmgarch Leave-Future-Out Cross Validation (LFO-CV)
model_weights Model weights
panas Positive and Negative Affect Scores.
plot.bmgarch Plot method for bmgarch objects.
plot.forecast.bmgarch Plot method for forecast.bmgarch objects.
print.fitted.bmgarch Print method for fitted.bmgarch objects.
print.forecast.bmgarch Print method for forecast.bmgarch objects.
print.loo.bmgarch print method for lfocv
print.model_weights Print method for model_weights
print.summary.bmgarch Print method for bmgarch.summary objects.
stocks Daily data on returns of Toyota, Nissan, and Honda stocks.
summary.bmgarch Summary method for bmgarch objects.