logvartimeplot

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

If set to "fac", only factor log-volatilities will be displayed.
If set to "idi", only idiosyncratic log-volatilities will be displayed.
If set to "both", factor log-volatilities will be drawn first, followed
by the idiosyncratic log-volatilities.

show

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

maxrows


<code>logvartimeplot</code> plots the idiosyncratic and factor log-variances over time.


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

logvartimeplot 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>).

logvartimeplot: Plot log-variances over time.

Description

Usage

Arguments

Value

Details

See Also