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.zip(r-4.7-x86_64)ASV_1.1.4.zip(r-4.7-arm64)ASV_1.1.4.zip(r-4.6-x86_64)ASV_1.1.4.zip(r-4.6-arm64)
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✨
DESCRIPTION |NEWS
card.svg |card.png
ASV/json (API)

# 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 366 downloads 13 exports 6 dependencies

Last updated from:c9d00a8ab6. Checks:10 OK. Indexed: no.

TargetResultTimeFilesSyslog
linux-devel-arm64OK94
linux-devel-x86_64OK105
source / vignettesOK219
linux-release-arm64OK101
linux-release-x86_64OK117
windows-devel-arm64OK211
windows-devel-x86_64OK176
windows-release-arm64OK275
windows-release-x86_64OK131
wasm-releaseOK108

Exports:asv_apfasv_logMLasv_mcmcasv_pfasv_posteriorasv_priorReportMCMCsv_apfsv_logMLsv_mcmcsv_pfsv_posteriorsv_prior

Dependencies:freqdommatrixcalcmvtnormRcppRcppArmadilloRcppProgress