stochvolTMB 0.2.0
- Added predictfunction that makes it possible to
simulate future volatility and log-returns.
- plothas a new- forecastargument that
makes it possible to include forecasted volatility.
- The degrees of freedom for the tmodel is estimated on
log scale and shifted by 2 so that it is guaranteed to be greater than
2. This is to ensure that the variance is finite.
- Changed parameter names from phi_logitandrho_logittologit_phiandlogit_rhoto be consistent with other parameter names.
- Updated README.
- Updated documentation.
stochvolTMB 0.1.2