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Efficient algorithms for fully Bayesian estimation of stochastic volatility (SV) models with and without asymmetry (leverage) via Markov chain Monte Carlo (MCMC) methods. Methodological details are given in Kastner and Frühwirth-Schnatter (2014) <doi:10.1016/j.csda.2013.01.002> and Hosszejni and Kastner (2019) <doi:10.1007/978-3-030-30611-3_8>; the most common use cases are described in Hosszejni and Kastner (2021) <doi:10.18637/jss.v100.i12> and Kastner (2016) <doi:10.18637/jss.v069.i05> and the package examples.

copied from cf-staging / r-stochvol
Type Size Name Uploaded Downloads Labels
conda 2.2 MB | win-64/r-stochvol-3.2.5-r44h3dc9324_0.conda  7 months and 23 days ago 330 main
conda 2.2 MB | osx-64/r-stochvol-3.2.5-r43h65498fb_0.conda  7 months and 23 days ago 227 main
conda 2.2 MB | osx-64/r-stochvol-3.2.5-r44h65498fb_0.conda  7 months and 23 days ago 224 main
conda 2.2 MB | win-64/r-stochvol-3.2.5-r43h3dc9324_0.conda  7 months and 23 days ago 315 main
conda 2.2 MB | linux-64/r-stochvol-3.2.5-r43hb79369c_0.conda  7 months and 23 days ago 815 main
conda 2.2 MB | linux-64/r-stochvol-3.2.5-r44hb79369c_0.conda  7 months and 23 days ago 819 main
conda 2.2 MB | win-64/r-stochvol-3.2.4-r43h3dc9324_1.conda  10 months and 20 days ago 509 main
conda 2.2 MB | win-64/r-stochvol-3.2.4-r44h3dc9324_1.conda  10 months and 20 days ago 519 main
conda 2.2 MB | osx-64/r-stochvol-3.2.4-r43hec4e08c_1.conda  10 months and 20 days ago 424 main
conda 2.2 MB | osx-64/r-stochvol-3.2.4-r44hec4e08c_1.conda  10 months and 20 days ago 444 main
conda 2.2 MB | linux-64/r-stochvol-3.2.4-r43hb424bfc_1.conda  10 months and 20 days ago 1231 main
conda 2.2 MB | linux-64/r-stochvol-3.2.4-r44hb424bfc_1.conda  10 months and 20 days ago 1235 main
conda 2.2 MB | win-64/r-stochvol-3.2.4-r41h3c88c7c_0.conda  10 months and 28 days ago 478 main
conda 2.2 MB | osx-64/r-stochvol-3.2.4-r43hec4e08c_0.conda  10 months and 28 days ago 436 main
conda 2.2 MB | linux-64/r-stochvol-3.2.4-r43hb424bfc_0.conda  10 months and 28 days ago 1285 main

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