covmat {factorstochvol}

Generic extraction of covariance matrix

Description

Generic function for extracting model-implied covariance matrices, either from the MCMC output, or from the simulated model. Details about the function's behavior can be found in covmat.fsvdraws (the function invoked when applied to MCMC output) or covmat.fsvsim (the function invoked when applied to a simulated model.

Usage

covmat(x, ...)

Arguments

x

An object of class fsvdraws or fsvsim.

...

Arguments to be passed to methods.

Value

Structure containing the model-implied covariance matrix.

See Also

Other generics: cormat()