facloaddensplot

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>.

To indicate data generating values in case of simulated
data, pass an object of type <code>fsvsim</code> (usually the result of a
call to <code><a rd-options="" href="/link/fsvsim?package=factorstochvol&version=0.8.1" data-mini-rdoc="factorstochvol::fsvsim">fsvsim</a></code>).

fsvsimobj

rows

Which factor loadings columns should be plotted? Defaults to 1:r.

thesecols

Vector of length two containing lower and upper bounds of the
horizontal axis. If <code>NULL</code>, these are automatically determined.

xlim


<code>facloaddensplot</code> draws kernel smoothed density plots of the marginal
factor loadings posterior.


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

facloaddensplot function

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

To indicate data generating values in case of simulated
data, pass an object of type <code>fsvsim</code> (usually the result of a
call to <code><a rd-options='' href='fsvsim'>fsvsim</a></code>).

facloaddensplot: Density plots of factor loadings draws

Description

Usage

Arguments

Value

See Also