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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 2 days ago 328 main
conda 2.2 MB | osx-64/r-stochvol-3.2.5-r43h65498fb_0.conda  7 months and 2 days ago 225 main
conda 2.2 MB | osx-64/r-stochvol-3.2.5-r44h65498fb_0.conda  7 months and 2 days ago 222 main
conda 2.2 MB | win-64/r-stochvol-3.2.5-r43h3dc9324_0.conda  7 months and 2 days ago 312 main
conda 2.2 MB | linux-64/r-stochvol-3.2.5-r43hb79369c_0.conda  7 months and 2 days ago 771 main
conda 2.2 MB | linux-64/r-stochvol-3.2.5-r44hb79369c_0.conda  7 months and 2 days ago 771 main
conda 2.2 MB | win-64/r-stochvol-3.2.4-r43h3dc9324_1.conda  9 months and 30 days ago 506 main
conda 2.2 MB | win-64/r-stochvol-3.2.4-r44h3dc9324_1.conda  9 months and 30 days ago 516 main
conda 2.2 MB | osx-64/r-stochvol-3.2.4-r43hec4e08c_1.conda  9 months and 30 days ago 423 main
conda 2.2 MB | osx-64/r-stochvol-3.2.4-r44hec4e08c_1.conda  9 months and 30 days ago 442 main
conda 2.2 MB | linux-64/r-stochvol-3.2.4-r43hb424bfc_1.conda  9 months and 30 days ago 1181 main
conda 2.2 MB | linux-64/r-stochvol-3.2.4-r44hb424bfc_1.conda  9 months and 30 days ago 1189 main
conda 2.2 MB | win-64/r-stochvol-3.2.4-r41h3c88c7c_0.conda  10 months and 8 days ago 475 main
conda 2.2 MB | osx-64/r-stochvol-3.2.4-r43hec4e08c_0.conda  10 months and 8 days ago 435 main
conda 2.2 MB | linux-64/r-stochvol-3.2.4-r43hb424bfc_0.conda  10 months and 8 days ago 1235 main

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