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. |