covmat

An object of class <code>fsvdraws</code> or <code>fsvsim</code>.


Generic function for extracting model-implied covariance matrices, either
from the MCMC output, or from the simulated model.


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.

covmat: Generic extraction of covariance matrix

Description

Usage

Arguments

Value

See Also