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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 22 days ago 518 main
conda 2.2 MB | win-64/r-stochvol-3.2.4-r44h3dc9324_1.conda  1 year and 22 days ago 526 main
conda 2.2 MB | osx-64/r-stochvol-3.2.4-r43hec4e08c_1.conda  1 year and 22 days ago 430 main
conda 2.2 MB | osx-64/r-stochvol-3.2.4-r44hec4e08c_1.conda  1 year and 22 days ago 450 main
conda 2.2 MB | linux-64/r-stochvol-3.2.4-r43hb424bfc_1.conda  1 year and 22 days ago 1364 main
conda 2.2 MB | linux-64/r-stochvol-3.2.4-r44hb424bfc_1.conda  1 year and 22 days ago 1366 main
conda 2.2 MB | win-64/r-stochvol-3.2.4-r41h3c88c7c_0.conda  1 year and 1 month ago 485 main
conda 2.2 MB | osx-64/r-stochvol-3.2.4-r43hec4e08c_0.conda  1 year and 1 month ago 443 main
conda 2.2 MB | linux-64/r-stochvol-3.2.4-r43hb424bfc_0.conda  1 year and 1 month ago 1417 main

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