stochvol (1.3.2)
Efficient Bayesian Inference for Stochastic Volatility (SV) Models.
http://cran.rproject.org/web/packages/stochvol
Efficient algorithms for fully Bayesian estimation of stochastic volatility (SV) models via Markov chain Monte Carlo (MCMC) methods.
Maintainer:
Gregor Kastner
Author(s): Gregor Kastner [aut, cre]
License: GPL (>= 2)
Uses: coda, Rcpp, mvtnorm
Reverse suggests: tensorBSS, tsBSS
Released 6 months ago.
23 previous versions
 stochvol_1.3.1. Released 6 months ago.
 stochvol_1.3.0. Released 8 months ago.
 stochvol_1.2.3. Released about 1 year ago.
 stochvol_1.2.2. Released over 1 year ago.
 stochvol_1.2.1. Released over 1 year ago.
 stochvol_1.2.0. Released almost 2 years ago.
 stochvol_1.1.3. Released almost 2 years ago.
 stochvol_1.1.2. Released almost 2 years ago.
 stochvol_1.1.1. Released almost 2 years ago.
 stochvol_1.1.0. Released almost 2 years ago.
 stochvol_1.0.0. Released over 2 years ago.
 stochvol_0.91. Released over 2 years ago.
 stochvol_0.90. Released over 2 years ago.
 stochvol_0.84. Released almost 3 years ago.
 stochvol_0.82. Released almost 3 years ago.
 stochvol_0.81. Released about 3 years ago.
 stochvol_0.80. Released about 3 years ago.
 stochvol_0.71. Released over 3 years ago.
 stochvol_0.70. Released over 3 years ago.
 stochvol_0.61. Released almost 4 years ago.
 stochvol_0.60. Released about 4 years ago.
 stochvol_0.51. Released over 4 years ago.
 stochvol_0.50. Released over 4 years ago.
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