paratraceplot

Generic function for plotting iterations vs. sampled parameter values.
A detailed help for the method implemented in stochvol can be found in
<code>paratraceplot.svdraws</code>.

hplot

Efficient algorithms for fully Bayesian estimation of stochastic volatility (SV) models with and without asymmetry (leverage) via Markov chain Monte Carlo (MCMC) methods. Methodological details are given in Kastner and Frühwirth-Schnatter (2014) <doi:10.1016/j.csda.2013.01.002> and Hosszejni and Kastner (2019) <doi:10.1007/978-3-030-30611-3_8>; the most common use cases are described in Hosszejni and Kastner (2021) <doi:10.18637/jss.v100.i12> and Kastner (2016) <doi:10.18637/jss.v069.i05> and the package examples.

Darjus Hosszejni

stochvol

Efficient Bayesian Inference for Stochastic Volatility (SV)
Models

Gregor Kastner

paratraceplot function

<dl><dt>x</dt>
<dd>An object used to select a method.</dd>
<dt>...</dt>
<dd>Further arguments passed to or from other methods.</dd></dl>

Arguments

Trace Plot of MCMC Draws from the Parameter Posteriors — paratraceplot

<dl>

<dt>x</dt>
<dd>An object used to select a method.</dd>


<dt>...</dt>
<dd>Further arguments passed to or from other methods.</dd>

</dl>

paratraceplot: Trace Plot of MCMC Draws from the Parameter Posteriors

Description

Usage

Value

Arguments

See Also