ASV

cranv1.1.4

Stochastic Volatility Models with or without Leverage. The efficient Markov chain Monte Carlo estimation of stochastic volatility models with and without leverage (asymmetric and symmetric stochastic volatility models). Further, it computes the logarithm of the likelihood given parameters using particle filters.

License GPL (>= 2)0 versions1 maintainers4 deps77 weekly dl
https://CRAN.R-project.org/package=ASV
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0/25
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0/20
popularity
25/25
security
6/15
maturity
2/15
community
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0
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Rcppfreqdomstatsgraphics
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First published · 2024-02-15 14:33:22

Last updated · 2024-02-15T12:40:02+00:00