Discrete Nonlinear Filtering for Stochastic Volatility Models

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Documentation for package ‘SVDNF’ version 0.1.10

• DESCRIPTION file.
• User guides, package vignettes and other documentation.

Help Pages

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