extra: Package to compute the log likelihood for an inverse gamma...
In invgamstochvol: Obtains the Log Likelihood for an Inverse Gamma Stochastic Volatility Model
extra R Documentation
Package to compute the log likelihood for an inverse gamma stochastic volatility model and to draw from the exact posterior of the inverse volatilities.
Description
This package computes the log likelihood for an inverse gamma stochastic volatility model using a closed form expression of the likelihood.
invgamstochvol documentation built on Aug. 18, 2023, 9:06 a.m.
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| extra | R Documentation |
Package to compute the log likelihood for an inverse gamma stochastic volatility model and to draw from the exact posterior of the inverse volatilities.
Description
This package computes the log likelihood for an inverse gamma stochastic volatility model using a closed form expression of the likelihood.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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