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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-post-staging / r-stochvol
Type Size Name Uploaded Downloads Labels
conda 2.2 MB | win-64/r-stochvol-3.2.7-r43hac2c72c_0.conda  13 days and 9 hours ago 28 main
conda 2.2 MB | osx-arm64/r-stochvol-3.2.7-r44h1968f39_0.conda  13 days and 9 hours ago 23 main
conda 2.2 MB | osx-64/r-stochvol-3.2.7-r43h1934be7_0.conda  13 days and 9 hours ago 28 main
conda 2.2 MB | osx-arm64/r-stochvol-3.2.7-r43h1968f39_0.conda  13 days and 9 hours ago 22 main
conda 2.2 MB | osx-64/r-stochvol-3.2.7-r44h1934be7_0.conda  13 days and 9 hours ago 24 main
conda 2.2 MB | win-64/r-stochvol-3.2.7-r44hac2c72c_0.conda  13 days and 9 hours ago 25 main
conda 2.2 MB | linux-aarch64/r-stochvol-3.2.7-r43h9e3ff46_0.conda  13 days and 9 hours ago 30 main
conda 2.2 MB | linux-64/r-stochvol-3.2.7-r44h3704496_0.conda  13 days and 9 hours ago 64 main
conda 2.2 MB | linux-ppc64le/r-stochvol-3.2.7-r44h440a4f6_0.conda  13 days and 9 hours ago 10 main
conda 2.2 MB | linux-aarch64/r-stochvol-3.2.7-r44h9e3ff46_0.conda  13 days and 9 hours ago 24 main
conda 2.2 MB | linux-ppc64le/r-stochvol-3.2.7-r43h440a4f6_0.conda  13 days and 9 hours ago 12 main
conda 2.2 MB | linux-64/r-stochvol-3.2.7-r43h3704496_0.conda  13 days and 9 hours ago 64 main
conda 2.2 MB | win-64/r-stochvol-3.2.6-r43hac2c72c_0.conda  1 month and 1 day ago 36 main
conda 2.2 MB | osx-64/r-stochvol-3.2.6-r44h1934be7_0.conda  1 month and 1 day ago 29 main
conda 2.2 MB | osx-arm64/r-stochvol-3.2.6-r44h1968f39_0.conda  1 month and 1 day ago 27 main
conda 2.2 MB | osx-arm64/r-stochvol-3.2.6-r43h1968f39_0.conda  1 month and 1 day ago 30 main
conda 2.2 MB | osx-64/r-stochvol-3.2.6-r43h1934be7_0.conda  1 month and 1 day ago 28 main
conda 2.2 MB | linux-ppc64le/r-stochvol-3.2.6-r44h440a4f6_0.conda  1 month and 1 day ago 19 main
conda 2.2 MB | win-64/r-stochvol-3.2.6-r44hac2c72c_0.conda  1 month and 1 day ago 34 main
conda 2.2 MB | linux-64/r-stochvol-3.2.6-r44h3704496_0.conda  1 month and 1 day ago 105 main
conda 2.2 MB | linux-aarch64/r-stochvol-3.2.6-r43h9e3ff46_0.conda  1 month and 1 day ago 31 main
conda 2.2 MB | linux-64/r-stochvol-3.2.6-r43h3704496_0.conda  1 month and 1 day ago 94 main
conda 2.2 MB | linux-aarch64/r-stochvol-3.2.6-r44h9e3ff46_0.conda  1 month and 1 day ago 34 main
conda 2.2 MB | linux-ppc64le/r-stochvol-3.2.6-r43h440a4f6_0.conda  1 month and 1 day ago 19 main
conda 2.2 MB | win-64/r-stochvol-3.2.5-r44h3dc9324_0.conda  10 months and 3 days ago 340 main

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