paratraceplot

An object used to select a method.

Further arguments passed to or from other methods.

Generic function for plotting iterations vs. sampled parameter values.
A detailed help for the method implemented in stochvol can be found in
<code><a rd-options="" href="/link/paratraceplot.svdraws?package=stochvol&version=2.0.4" data-mini-rdoc="stochvol::paratraceplot.svdraws">paratraceplot.svdraws</a></code>.

hplot

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

stochvol

Efficient Bayesian Inference for Stochastic Volatility (SV)
Models

Gregor Kastner

paratraceplot function

Generic function for plotting iterations vs. sampled parameter values.
A detailed help for the method implemented in stochvol can be found in
<code><a rd-options='' href='paratraceplot.svdraws'>paratraceplot.svdraws</a></code>.

paratraceplot: Trace Plot of MCMC Draws from the Parameter Posteriors

Description

Usage

Arguments

Value

See Also