Extract Sigma Evolution Statistics

Extract volatility evolution summary for a specific state and series.

Usage

extract_sigma_stats(diagnostics, state, series)

Arguments

diagnostics

An object of class ms_diagnostics

state

Integer state index

series

Integer series index

Value

A data.frame with columns: iteration, mean_sigma, sd_sigma, min_sigma, max_sigma

Examples

if (FALSE) { # \dontrun{
sigma_stats <- extract_sigma_stats(diag, state = 1, series = 1)
plot(sigma_stats$iteration, sigma_stats$mean_sigma, type = "b")
} # }