facloadcredplot

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>.

quants


<code>facloadcredplot</code> illustrates the bivariate marginals of the 
factor loadings distribution. It is a monochrome variant of
<code><a rd-options="" href="/link/facloadpairplot?package=factorstochvol&version=0.8.1" data-mini-rdoc="factorstochvol::facloadpairplot">facloadpairplot</a></code>.


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

facloadcredplot function

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


<code>facloadcredplot</code> illustrates the bivariate marginals of the 
factor loadings distribution. It is a monochrome variant of
<code><a rd-options='' href='facloadpairplot'>facloadpairplot</a></code>.


facloadcredplot: Displays bivariate marginal posterior distribution of factor loadings.

Description

Usage

Arguments

Value

See Also