def stochastic_volatility_sp500_small():
"""Stochastic volatility model.
This is a smaller version of `stochastic_volatility_model_sp500` using only
100 days of returns from the S&P 500, ending 6/24/2020.
Returns:
target: StanModel.
"""
dataset = data.sp500_closing_prices(num_points=100)
return stochastic_volatility.stochastic_volatility(**dataset)
def stochastic_volatility_sp500():
"""Stochastic volatility model.
This uses a dataset of 2517 daily closing prices of the S&P 500 index,
representing the time period 6/25/2010-6/24/2020.
Returns:
target: StanModel.
"""
dataset = data.sp500_closing_prices()
return stochastic_volatility.stochastic_volatility(**dataset)
