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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  5 months and 30 days ago 321 main
conda 2.2 MB | osx-64/r-stochvol-3.2.5-r43h65498fb_0.conda  5 months and 30 days ago 220 main
conda 2.2 MB | osx-64/r-stochvol-3.2.5-r44h65498fb_0.conda  5 months and 30 days ago 217 main
conda 2.2 MB | win-64/r-stochvol-3.2.5-r43h3dc9324_0.conda  5 months and 30 days ago 307 main
conda 2.2 MB | linux-64/r-stochvol-3.2.5-r43hb79369c_0.conda  5 months and 30 days ago 679 main
conda 2.2 MB | linux-64/r-stochvol-3.2.5-r44hb79369c_0.conda  5 months and 30 days ago 671 main
conda 2.2 MB | win-64/r-stochvol-3.2.4-r43h3dc9324_1.conda  8 months and 27 days ago 499 main
conda 2.2 MB | win-64/r-stochvol-3.2.4-r44h3dc9324_1.conda  8 months and 27 days ago 510 main
conda 2.2 MB | osx-64/r-stochvol-3.2.4-r43hec4e08c_1.conda  8 months and 27 days ago 418 main
conda 2.2 MB | osx-64/r-stochvol-3.2.4-r44hec4e08c_1.conda  8 months and 27 days ago 438 main
conda 2.2 MB | linux-64/r-stochvol-3.2.4-r43hb424bfc_1.conda  8 months and 27 days ago 1098 main
conda 2.2 MB | linux-64/r-stochvol-3.2.4-r44hb424bfc_1.conda  8 months and 27 days ago 1095 main
conda 2.2 MB | win-64/r-stochvol-3.2.4-r41h3c88c7c_0.conda  9 months and 4 days ago 471 main
conda 2.2 MB | osx-64/r-stochvol-3.2.4-r43hec4e08c_0.conda  9 months and 4 days ago 431 main
conda 2.2 MB | linux-64/r-stochvol-3.2.4-r43hb424bfc_0.conda  9 months and 4 days ago 1153 main

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