# Efficient Bayesian Inference for Stochastic Volatility (SV) Models

## Documentation for package ‘stochvol’ version 1.3.3

- DESCRIPTION file.
- User guides, package vignettes and other documentation.
- Package NEWS.

## Help Pages

stochvol-package | Efficient Bayesian Inference for Stochastic Volatility (SV) Models
.svsample | Minimal overhead version of 'svsample'.
arpredict | Dynamic prediction for the AR-SV model
exrates | Euro exchange rate data
latent | Common Extractors for 'svdraws' Objects
latent0 | Common Extractors for 'svdraws' Objects
logret | Computes (de-meaned) log returns.
para | Common Extractors for 'svdraws' Objects
paradensplot | Probability Density Function Plot for the Parameter Posteriors
paratraceplot | Trace Plot of MCMC Draws from the Parameter Posteriors
plot.svdraws | Graphical Summary of the Posterior Distribution
predict.svdraws | Prediction of Future Log-Volatilities
priors | Common Extractors for 'svdraws' Objects
runtime | Common Extractors for 'svdraws' Objects
stochvol | Efficient Bayesian Inference for Stochastic Volatility (SV) Models
svsample | Markov Chain Monte Carlo (MCMC) Sampling for the Stochastic Volatility (SV) Model
svsample2 | Minimal overhead version of 'svsample'.
svsim | Simulating a Stochastic Volatility Process
thinning | Common Extractors for 'svdraws' Objects
updatesummary | Updating the Summary of MCMC Draws
volplot | Plotting Quantiles of the Latent Volatilities