simulate_parameters {stochvolTMB}

Simulate from the asymptotic distribution of the parameter estimates

Description

Sampling is done on the scale the parameters were estimated. The standard deviations are simulated on log-scale and the persistence is simulated on logit scale. The same is true for the correlation parameter in the leverage model.

Usage

simulate_parameters(object, nsim = 1000)

Arguments

object

A stochvolTMB object.

nsim

Number of simulations.

Value

matrix of simulated values.