stochvol: Efficient Bayesian Inference for Stochastic Volatility (SV) Models
Version 1.3.2

Efficient algorithms for fully Bayesian estimation of stochastic volatility (SV) models via Markov chain Monte Carlo (MCMC) methods.

Package details

AuthorGregor Kastner [aut, cre]
Date of publication2016-10-26 14:28:03
MaintainerGregor Kastner <gregor.kastner@wu.ac.at>
LicenseGPL (>= 2)
Version1.3.2
Package repositoryView on CRAN
Installation Install the latest version of this package by entering the following in R:
install.packages("stochvol")

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stochvol documentation built on May 30, 2017, 5:32 a.m.