Package index • svcommon

All functions
`eou_MakeADFun()`	Construct a `TMB::MakeADFun()` object for the exponential Ornstein-Uhlenbeck stochastic volatility model.
`eou_sim()`	Simulate time series from the exponential Ornstein-Uhlenbeck stochastic volatility model.
`ou_fit()`	Estimate parameters of an Ornstein-Uhlenbeck process.
`snp500`	Daily observations of S&P500 constituents.
`sv_init()`	Initialize latent volatilities in a stochastic volatility model.
`svc_MakeADFun()`	Construct a `TMB::MakeADFun()` object for the exponential Ornstein-Uhlenbeck stochastic volatility model.
`svc_dB()`	Extract the Brownian increments from the SVC model.
`svc_sim()`	Simulate time series from the SVC stochastic volatility model.
`svc_update()`	Update the parameters and latent variables of an SVC model.

Reference