cortimeplot

covtimeplot

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

Single number, coercible to integer. Indicates the series
relative to which correlations are drawn.

series

Index vector containing the time points to plot. Defaults
to <code>seq_len(nrow(x$y))</code>.

these

type

Which posterior summary should be plotted, usually "mean".

statistic

Indicates how "different" adjacent colors should be.

coldist


<code>cortimeplot</code> draws correlations over time.


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

cortimeplot function

Object of class <code>'fsvdraws'</code>, usually resulting from a call
to <code><a rd-options='' href='fsvsample'>fsvsample</a></code>.

cortimeplot: Plot correlations over time.

Description

Usage

Arguments

Value

Details

See Also