logret

<p>A single logical value indicating whether the returns should
be de-meaned. Defaults to <code>FALSE</code>.</p>

demean

<p>Small utlity function returning either <code>diff(log(x))</code> in case the
argument <code>demean</code> is set to <code>FALSE</code>, or <code>diff(log(x)) -
mean(diff(log(x)))</code> in case that <code>demean</code> is <code>TRUE</code>.</p>

utilities

Efficient algorithms for fully Bayesian estimation of stochastic volatility (SV) models via Markov chain Monte Carlo (MCMC) methods. Methodological details are given in Kastner and Fr<c3><bc>hwirth-Schnatter (2014) <doi:10.1016/j.csda.2013.01.002>; the most common use cases are described in Kastner (2016) <doi:10.18637/jss.v069.i05>. Also incorporates SV with leverage.

Darjus Hosszejni

logret: Computes (de-meaned) log returns.

Description

Usage

Arguments

Value