bayesianOU (version 0.1.3)

ou_nonlinear_tmg_stan_code: Stan code for nonlinear OU model with SV and Student-t

Description

Returns the complete Stan code for the nonlinear Ornstein-Uhlenbeck model with cubic drift, stochastic volatility, and Student-t innovations. Includes numerical guardrails and parallel computation support.

Usage

ou_nonlinear_tmg_stan_code()

Value

Character string containing Stan model code

Details

The model implements:

• Cubic drift: \(\kappa(\theta - Y + a_3(Y-\theta)^3)\)

• Stochastic volatility with AR(1) log-variance

• Student-t innovations with estimated degrees of freedom

• Hierarchical priors for sector-specific parameters

• Optional soft constraint on TMG variable

• Parallel likelihood computation via reduce_sum

Examples

code <- ou_nonlinear_tmg_stan_code()
cat(substr(code, 1, 500))