NEWS
ASV 1.1.4 (2024-02-15)
- The bug in computing the posterior density is fixed.
ASV 1.1.2 (2024-01-19)
- The bug in computing the posterior density is fixed.
ASV 1.1.1 (2022-10-19)
- The function type is modified for 'abs' (arma::abs for vector, and fabs for double)
ASV 1.1.0 (2022-09-02)
- The logarithm of the marginal likelihood is computed using Chib and Jeliazkov (2001)
ASV 1.0.0 (2022-06-02)
- The MCMC estimation package for the stochastic volatility models with and without leverage.