stochvol (1.0.0)

Efficient Bayesian Inference for Stochastic Volatility (SV) Models.

http://cran.r-project.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: Does not use any package
Reverse depends: factorstochvol
Reverse suggests: tensorBSS, tsBSS

Released almost 5 years ago.