facloadpairplot

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>.

The maximum amount of posterior draws to plot. If
the number of draws stored in <code>x</code> exceeds this number, draws are
thinned accordingly.

maxpoints

alpha


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

facloadpairplot function

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


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


facloadpairplot: Displays bivariate marginal posterior distributions of factor loadings.

Description

Usage

Arguments

Value

See Also