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gregorkastner / stochvol

Partial re-write of the R package stochvol to allow for asymmetry (leverage).
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summary.svdraws_roll empty #7

Closed gregorkastner closed 3 years ago

gregorkastner commented 3 years ago

summary(res)

Summary of 'svdraws_roll' object

Predictive likelihoods

Summary of predicted quantiles

class(res) [1] "svdraws_roll"

hdarjus commented 3 years ago

Could you please include a full working example? The function worked before on my computer. Thx!

gregorkastner commented 3 years ago

Sorry, of course:

y <- svsim(200)
res <- svsample_roll(y, n_ahead = 1,
  forecast_length = 30,
  refit_window = "moving",
  calculate_quantile = c(0.01, 0.05),
  calculate_predictive_likelihood = TRUE)
summary(res)

## Summary of 'svdraws_roll' object
## Predictive likelihoods
## Summary of predicted quantiles
hdarjus commented 3 years ago

3dc1c3a fixes this