panas

A dataset containing simulated values for Positive and Negative Affect scores across 200 measurement occasions for a single individual.

datasets

Fit Bayesian multivariate GARCH models using 'Stan' for full Bayesian inference. Generate (weighted) forecasts for means, variances (volatility) and correlations. Currently DCC(P,Q), CCC(P,Q), pdBEKK(P,Q), and BEKK(P,Q) parameterizations are implemented, based either on a multivariate gaussian normal or student-t distribution. DCC and CCC models are based on Engle (2002) <doi:10.1198/073500102288618487> and Bollerslev (1990). The BEKK parameterization follows Engle and Kroner (1995) <doi:10.1017/S0266466600009063> while the pdBEKK as well as the estimation approach for this package is described in Rast et al. (2020) <doi:10.31234/osf.io/j57pk>. The fitted models contain 'rstan' objects and can be examined with 'rstan' functions.

Philippe Rast

bmgarch

Bayesian Multivariate GARCH Models

Stephen Martin

panas function

Data frame with 200 rows and 2 variables:<dl>
 <dt>Pos</dt>
<dd>Positive Affect score</dd> <dt>Neg</dt>
<dd>Negative Affect score</dd>
</dl>

Format

Positive and Negative Affect Scores. — panas

Data frame with 200 rows and 2 variables:<dl>
 <dt>Pos</dt>
<dd>Positive Affect score</dd>

 <dt>Neg</dt>
<dd>Negative Affect score</dd>


</dl>

panas: Positive and Negative Affect Scores.

Description

Usage

Arguments

Format