Discrete Nonlinear Filtering for Stochastic Volatility Models


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Documentation for package ‘SVDNF’ version 0.1.9

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DNF Discrete Nonlinear Filtering Algorithm for Stochastic Volatility Models
DNF.dynamicsSVM Discrete Nonlinear Filtering Algorithm for Stochastic Volatility Models
DNFOptim Discrete Nonlinear Filter Maximum Likelihood Estimation Function
DNFOptim.dynamicsSVM Discrete Nonlinear Filter Maximum Likelihood Estimation Function
dynamicsSVM Stochastic Volatility Models Dynamics
extractVolPerc Extract Filtering and Prediction Distribution Percentiles
extractVolPerc.DNFOptim Extract Filtering and Prediction Distribution Percentiles
extractVolPerc.SVDNF Extract Filtering and Prediction Distribution Percentiles
logLik.DNFOptim Extract Log-Likelihood for 'SVDNF' and 'DNFOptim' Objects
logLik.SVDNF Extract Log-Likelihood for 'SVDNF' and 'DNFOptim' Objects
modelSim Simulation from Stochastic Volatility Models with Jumps
modelSim.dynamicsSVM Simulation from Stochastic Volatility Models with Jumps
pars Parameters Names and Order for Stochastic Volatility Models with Jumps
pars.dynamicsSVM Parameters Names and Order for Stochastic Volatility Models with Jumps
plot.DNFOptim DNF Filtering Distribution Plot Function
plot.predict.DNFOptim Plot Predictions from 'DNFOptim' or 'SVDNF' Objects
plot.predict.SVDNF Plot Predictions from 'DNFOptim' or 'SVDNF' Objects
plot.SVDNF DNF Filtering Distribution Plot Function
predict.DNFOptim Predict Method for 'DNFOptim' and 'SVDNF' Objects
predict.SVDNF Predict Method for 'DNFOptim' and 'SVDNF' Objects
print.summary.DNFOptim Summarizing Stochastic Volatility Model Fits from the Discrete Nonlinear Filter
summary.DNFOptim Summarizing Stochastic Volatility Model Fits from the Discrete Nonlinear Filter