Package: ASV 1.1.4

Yasuhiro Omori

ASV: 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.

Authors:Yasuhiro Omori [aut, cre], Ryuji Hashimoto [ctr]

ASV_1.1.4.tar.gz
ASV_1.1.4.tar.gz(r-4.7-arm64)ASV_1.1.4.tar.gz(r-4.7-x86_64)ASV_1.1.4.tar.gz(r-4.6-arm64)ASV_1.1.4.tar.gz(r-4.6-x86_64)
ASV_1.1.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
card.svg |card.png
ASV/json (API)
NEWS

# Install 'ASV' in R:
install.packages('ASV', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openblascppopenmp

1.00 score 1 scripts 265 downloads 13 exports 6 dependencies

Last updated from:c9d00a8ab6. Checks:6 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64OK176
linux-devel-x86_64OK110
source / vignettesOK191
linux-release-arm64OK154
linux-release-x86_64OK122
wasm-releaseOK107

Exports:asv_apfasv_logMLasv_mcmcasv_pfasv_posteriorasv_priorReportMCMCsv_apfsv_logMLsv_mcmcsv_pfsv_posteriorsv_prior

Dependencies:freqdommatrixcalcmvtnormRcppRcppArmadilloRcppProgress