corelement

Object of class <code>'fsvsim'</code>, usually resulting from a call
of the function <code><a rd-options="" href="/link/fsvsim?package=factorstochvol&version=0.8.1" data-mini-rdoc="factorstochvol::fsvsim">fsvsim</a></code>.

Vector indicating which points in time should be extracted.

these


<code>corelement</code> extracts the model-implied (time-varying) correlations between
(exactly) two component series.


Markov chain Monte Carlo (MCMC) sampler for fully Bayesian
estimation of latent factor stochastic volatility models.
Sparsity can be achieved through the usage of Normal-Gamma priors
on the factor loading matrix.

Gregor Kastner

factorstochvol

Bayesian Estimation of (Sparse) Latent Factor Stochastic
Volatility Models

corelement function

Object of class <code>'fsvsim'</code>, usually resulting from a call
of the function <code><a rd-options='' href='fsvsim'>fsvsim</a></code>.

corelement: Extract "true" model-implied correlations of two series only

Description

Usage

Arguments

Value

See Also