stochvol (1.3.3)

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Efficient Bayesian Inference for Stochastic Volatility (SV) Models.

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 7 days ago.

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