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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-3.2.4-r43h3dc9324_1.conda  1 year and 19 days ago 518 main
conda 2.2 MB | win-64/r-stochvol-3.2.4-r44h3dc9324_1.conda  1 year and 19 days ago 526 main
conda 2.2 MB | osx-64/r-stochvol-3.2.4-r43hec4e08c_1.conda  1 year and 19 days ago 430 main
conda 2.2 MB | osx-64/r-stochvol-3.2.4-r44hec4e08c_1.conda  1 year and 19 days ago 450 main
conda 2.2 MB | linux-64/r-stochvol-3.2.4-r43hb424bfc_1.conda  1 year and 19 days ago 1357 main
conda 2.2 MB | linux-64/r-stochvol-3.2.4-r44hb424bfc_1.conda  1 year and 19 days ago 1359 main
conda 2.2 MB | win-64/r-stochvol-3.2.4-r41h3c88c7c_0.conda  1 year and 28 days ago 485 main
conda 2.2 MB | osx-64/r-stochvol-3.2.4-r43hec4e08c_0.conda  1 year and 28 days ago 443 main
conda 2.2 MB | linux-64/r-stochvol-3.2.4-r43hb424bfc_0.conda  1 year and 28 days ago 1411 main

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