Obtains the Log Likelihood for an Inverse Gamma Stochastic Volatility Model

---

Documentation for package ‘invgamstochvol’ version 1.0.0

• DESCRIPTION file.
• User guides, package vignettes and other documentation.
• Package NEWS.

Help Pages

DrawK0	Obtains a random draw from the exact posterior of the inverse volatilities.
extra	Package to compute the log likelihood for an inverse gamma stochastic volatility model and to draw from the exact posterior of the inverse volatilities.
lik_clo	Compute the log likelihood for an inverse gamma stochastic volatility model
ourgeo	Computes the 2F1 Hypergeometric Function
US_Inf_Data	Data to use in the invgamstochvol package