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:
ASV_1.1.4.tar.gz
ASV_1.1.4.tar.gz(r-4.5-noble)ASV_1.1.4.tar.gz(r-4.4-noble)
ASV_1.1.4.tgz(r-4.4-emscripten)ASV_1.1.4.tgz(r-4.3-emscripten)
ASV.pdf |ASV.html✨
ASV/json (API)
NEWS
| # Install 'ASV' in R: |
| install.packages('ASV', repos = c('https://cran.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated 1 years agofrom:c9d00a8ab6. Checks:3 OK. Indexed: no.
| Target | Result | Latest binary |
|---|---|---|
| Doc / Vignettes | OK | Mar 12 2025 |
| R-4.5-linux-x86_64 | OK | Mar 12 2025 |
| R-4.4-linux-x86_64 | OK | Mar 12 2025 |
Exports:asv_apfasv_logMLasv_mcmcasv_pfasv_posteriorasv_priorReportMCMCsv_apfsv_logMLsv_mcmcsv_pfsv_posteriorsv_prior
Dependencies:freqdommatrixcalcmvtnormRcppRcppArmadilloRcppProgress
