| factorstochvol-package | Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models through MCMC |
| comtimeplot | Plot communalities over time. |
| corelement | Extract "true" model-implied correlations of two series only |
| corimageplot | Plot correlation matrices for certain points in time |
| cormat | Generic extraction of correlation matrix |
| cormat.fsvdraws | Extract posterior draws of the model-implied correlation matrix |
| cormat.fsvsim | Extract "true" model-implied correlation matrix for several points in time |
| corplot | Plots pairwise correlations over time |
| cortimeplot | Plot correlations over time. |
| covelement | Extract "true" model-implied covariances of two series only |
| covmat | Generic extraction of covariance matrix |
| covmat.fsvdraws | Extract posterior draws of the model-implied covariance matrix |
| covmat.fsvsim | Extract "true" model-implied covariance matrix for several points in time |
| covtimeplot | Plot correlations over time. |
| evdiag | Plots posterior draws and posterior means of the eigenvalues of crossprod(facload) |
| expweightcov | Computes the empirical exponentially weighted covariance matrix |
| facloadcredplot | Displays bivariate marginal posterior distribution of factor loadings. |
| facloaddensplot | Density plots of factor loadings draws |
| facloadpairplot | Displays bivariate marginal posterior distributions of factor loadings. |
| facloadpointplot | Displays point estimates of the factor loadings posterior. |
| facloadtraceplot | Trace plots of factor loadings draws |
| findrestrict | Ad-hoc method for (weakly) identifying the factor loadings matrix |
| fsvsample | Markov Chain Monte Carlo (MCMC) Sampling for the Factor Stochastic Volatility Model. |
| fsvsim | Simulate data from a factor SV model |
| ledermann | Ledermann bound for the number of factors |
| logret | Compute the log returns of a vector-valued time series |
| logret.data.frame | Compute the log returns of a vector-valued time series |
| logret.matrix | Compute the log returns of a vector-valued time series |
| logvartimeplot | Plot log-variances over time. |
| orderident | A posteriori factor order identification |
| paratraceplot | Trace plots of parameter draws. |
| paratraceplot.fsvdraws | Trace plots of parameter draws. |
| plot.fsvdraws | Default factor SV plot |
| plotalot | Several factor SV plots useful for model diagnostics |
| predcond | Predicts means and variances conditionally on the factors |
| predcor | Predicts correlation matrix |
| predcov | Predicts covariance matrix |
| predh | Predicts factor and idiosyncratic log-volatilities h |
| predloglik | Evaluates the predictive log likelihood using the predicted covariance matrix |
| predloglikWB | Evaluates the predictive log likelihood using the Woodbury identity |
| predprecWB | Predicts precision matrix and its determinant (Woodbury variant) |
| preorder | Ad-hoc methods for determining the order of variables |
| print.fsvdraws | Pretty printing of an fsvsdraws object |
| runningcormat | Extract summary statistics for the posterior correlation matrix which have been stored during sampling |
| runningcovmat | Extract summary statistics for the posterior covariance matrix which have been stored during sampling |
| signident | A posteriori sign identification |
| voltimeplot | Plot series-specific volatilities over time. |