NEWS.md

In ASV: Stochastic Volatility Models with or without Leverage

ASV 1.1.4

• The bug in computing the posterior density is fixed.

ASV 1.1.2

• The bug in computing the posterior density is fixed.

ASV 1.1.1

• The function type is modified for 'abs' (arma::abs for vector, and fabs for double)

ASV 1.1.0

• The logarithm of the marginal likelihood is computed using Chib and Jeliazkov (2001)

ASV 1.0.0

• The MCMC estimation package for the stochastic volatility models with and without leverage.

ASV documentation built on June 22, 2024, 12:22 p.m.