Discrete Nonlinear Filtering for Stochastic Volatility Models

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Documentation for package ‘SVDNF’ version 0.1.4

• DESCRIPTION file.

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
dynamicsSVM	Stochastic Volatility Models Dynamics
modelSim	Simulation from Stochastic Volatility Models with Jumps
modelSim.dynamicsSVM	Simulation from Stochastic Volatility Models with Jumps
plot.SVDNF	DNF Filtering Distribution Plot Function