R: Bayesian Nonlinear Ornstein-Uhlenbeck Models with Stochastic Volatility

# Bayesian Nonlinear Ornstein-Uhlenbeck Models with Stochastic Volatility

## Documentation for package ‘bayesianOU’ version 0.1.3

- DESCRIPTION file
- Package README

## Help Pages

build_accounting_block | Build accounting block for TMG
build_beta_tmg_table | Build beta(TMG_t) table by sector and time
compare_models_loo | Compare models using PSIS-LOO
count_divergences | Count HMC divergences
drift_decomposition_grid | Drift decomposition over grid
evaluate_oos | Evaluate out-of-sample forecast metrics
export_model_comparison | Export model comparison to Excel
extract_convergence_evidence | Extract convergence evidence for kappa parameters
extract_posterior_summary | Extract posterior summary from fitted model
fit_ou_nonlinear_tmg | Fit Bayesian nonlinear OU model with TMG effect and SV
ou_nonlinear_tmg_stan_code | Stan code for nonlinear OU model with SV and Student-t
plot_beta_tmg | Plot beta(TMG_t) evolution by sector
plot_drift_curves | Plot cubic OU drift curves
plot_sv_evolution | Plot stochastic volatility evolution
summarize_sv_sigmas | Summarize stochastic volatility sigmas
validate_ou_fit | Validate OU model fit
zscore_train | Z-score standardization using training period statistics