Bayesian Multivariate GARCH Models
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Documentation for package ‘bmgarch’ version 2.0.0
Help Pages
| bmgarch-package | The 'bmgarch' package. |
| as.data.frame.fitted.bmgarch | as.data.frame method for fitted.bmgarch objects. |
| as.data.frame.forecast.bmgarch | as.data.frame method for forecast.bmgarch objects. |
| bmgarch | Estimate Bayesian Multivariate GARCH |
| bmgarch_list | Collect bmgarch objects into list. |
| fitted.bmgarch | Fitted (backcasting) method for bmgarch objects. |
| forecast | Forecast method for bmgarch objects. |
| forecast.bmgarch | Forecast method for bmgarch objects. |
| loo | Leave-Future-Out Cross Validation (LFO-CV) |
| loo.bmgarch | Leave-Future-Out Cross Validation (LFO-CV) |
| model_weights | Model weights |
| panas | Positive and Negative Affect Scores. |
| plot.bmgarch | Plot method for bmgarch objects. |
| plot.forecast.bmgarch | Plot method for forecast.bmgarch objects. |
| print.fitted.bmgarch | Print method for fitted.bmgarch objects. |
| print.forecast.bmgarch | Print method for forecast.bmgarch objects. |
| print.loo.bmgarch | print method for lfocv |
| print.model_weights | Print method for model_weights |
| print.summary.bmgarch | Print method for bmgarch.summary objects. |
| stocks | Daily data on returns of Toyota, Nissan, and Honda stocks. |
| summary.bmgarch | Summary method for bmgarch objects. |