Manual specification of offset constant for stochvol

franzmohr · Dec 11, 2023 · afef125 · afef125
1 parent a18ef3a
commit afef125
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Showing 7 changed files with 9 additions and 9 deletions.
diff --git a/R/RcppExports.R b/R/RcppExports.R
@@ -620,7 +620,7 @@ post_normal_sur <- function(y, z, sigma_i, a_prior, v_i_prior, svd = FALSE) {
 #' 
 #' @examples
 #' data("us_macrodata")
-#' y <- us_macrodata[, "r"]
+#' y <- matrix(us_macrodata[, "r"])
 #' 
 #' # Initialise log-volatilites
 #' h_init <- matrix(log(var(y)))
@@ -678,7 +678,7 @@ stoch_vol <- function(y, h, sigma, h_init, constant) {
 #' 
 #' @examples
 #' data("us_macrodata")
-#' y <- us_macrodata[, "r"]
+#' y <- matrix(us_macrodata[, "r"])
 #' 
 #' # Initialise log-volatilites
 #' h_init <- matrix(log(var(y)))
@@ -729,7 +729,7 @@ stochvol_ksc1998 <- function(y, h, sigma, h_init, constant) {
 #' 
 #' @examples
 #' data("us_macrodata")
-#' y <- us_macrodata[, "r"]
+#' y <- matrix(us_macrodata[, "r"])
 #' 
 #' # Initialise log-volatilites
 #' h_init <- matrix(log(var(y)))

diff --git a/man/stoch_vol.Rd b/man/stoch_vol.Rd
diff --git a/man/stochvol_ksc1998.Rd b/man/stochvol_ksc1998.Rd
diff --git a/man/stochvol_ocsn2007.Rd b/man/stochvol_ocsn2007.Rd
diff --git a/src/stoch_vol.cpp b/src/stoch_vol.cpp
@@ -20,7 +20,7 @@
 //' 
 //' @examples
 //' data("us_macrodata")
-//' y <- us_macrodata[, "r"]
+//' y <- matrix(us_macrodata[, "r"])
 //' 
 //' # Initialise log-volatilites
 //' h_init <- matrix(log(var(y)))

diff --git a/src/stochvol_ksc1998.cpp b/src/stochvol_ksc1998.cpp
@@ -39,7 +39,7 @@
 //' 
 //' @examples
 //' data("us_macrodata")
-//' y <- us_macrodata[, "r"]
+//' y <- matrix(us_macrodata[, "r"])
 //' 
 //' # Initialise log-volatilites
 //' h_init <- matrix(log(var(y)))

diff --git a/src/stochvol_ocsn2007.cpp b/src/stochvol_ocsn2007.cpp
@@ -32,7 +32,7 @@
 //' 
 //' @examples
 //' data("us_macrodata")
-//' y <- us_macrodata[, "r"]
+//' y <- matrix(us_macrodata[, "r"])
 //' 
 //' # Initialise log-volatilites
 //' h_init <- matrix(log(var(y)))