Package index
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ADAPTIVEloop() - Adaptive CAViaR
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AMCMC() - Adaptive Metropolis-Hastings MCMC Sampler
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ASloop() - Asymmetric CAViaR
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GARCHloop() - GARCH-like CAViaR Model
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SAVloop() - Symmetric Absolute Value CAViaR
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SetModel() - Set Model Configuration
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TCAViaRloop() - Threshold CAViaR Model
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caviar() - Estimate CAViaR Model Parameters
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gerlach - Daily Equity Market Returns
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get_forecast() - Generate CAViaR Forecast
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load_diagnostics() - Load Diagnostics
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manganelli - Daily Stock Returns
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robustAMCMC() - Robust Adaptive MCMC Sampler