validate_and_process_expert

A helper function that validates the input and extends it with
default values if there are missing parts for argument 'expert'.

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

validate_and_process_expert function

<dl><dt>expert</dt>
<dd>list, the input values for expert.</dd>
<dt>priorspec</dt>
<dd>a <code>priorspec</code> object created by
<code>specify_priors</code></dd></dl>

Arguments

Validate and Process Argument 'expert' — validate_and_process_expert

<dl>

<dt>expert</dt>
<dd>list, the input values for expert.</dd>


<dt>priorspec</dt>
<dd>a <code>priorspec</code> object created by
<code>specify_priors</code></dd>

</dl>

validate_and_process_expert: Validate and Process Argument 'expert'

Description

Usage

Value

Arguments

See Also