paratraceplot

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

thinning

Indicates the maximum number of rows to be drawn per page.

maxrows


<code>paratraceplot</code> draws trace plots of all parameters (<code>mu, phi,
sigma</code>). Can be an important tool to check MCMC convergence if inference
about (certain) parameters is sought.


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

paratraceplot 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>).

paratraceplot: Trace plots of parameter draws

Description

Usage

Arguments

Value

See Also