{
  "_id": "6a2280f9cd65a98ecbd51983",
  "Encoding": "UTF-8",
  "Package": "stochvol",
  "Type": "Package",
  "Title": "Efficient Bayesian Inference for Stochastic Volatility (SV)\nModels",
  "Version": "3.2.9",
  "Authors@R": "c(\nperson(\"Darjus\", \"Hosszejni\", role = c(\"aut\", \"cre\"), email = \"darjus.hosszejni@icloud.com\", comment = c(ORCID = \"0000-0002-3803-691X\")),\nperson(\"Gregor\", \"Kastner\", role = c(\"aut\"), email = \"gregor.kastner@aau.at\", comment = c(ORCID = \"0000-0002-8237-8271\")))",
  "Description": "Efficient algorithms for fully Bayesian estimation of\nstochastic volatility (SV) models with and without asymmetry\n(leverage) via Markov chain Monte Carlo (MCMC) methods.\nMethodological details are given in Kastner and\nFrühwirth-Schnatter (2014) <doi:10.1016/j.csda.2013.01.002> and\nHosszejni and Kastner (2019) <doi:10.1007/978-3-030-30611-3_8>;\nthe most common use cases are described in Hosszejni and\nKastner (2021) <doi:10.18637/jss.v100.i12> and Kastner (2016)\n<doi:10.18637/jss.v069.i05> and the package examples.",
  "License": "GPL (>= 2)",
  "RoxygenNote": "7.3.2",
  "BuildResaveData": "best",
  "VignetteBuilder": "knitr",
  "BugReports": "https://github.com/gregorkastner/stochvol/issues",
  "URL": "https://gregorkastner.github.io/stochvol/",
  "Config/testthat/edition": "3",
  "NeedsCompilation": "yes",
  "Packaged": {
    "Date": "2026-06-05 07:51:00 UTC",
    "User": "root"
  },
  "Author": "Darjus Hosszejni [aut, cre] (ORCID:\n<https://orcid.org/0000-0002-3803-691X>), Gregor Kastner [aut]\n(ORCID: <https://orcid.org/0000-0002-8237-8271>)",
  "Maintainer": "Darjus Hosszejni <darjus.hosszejni@icloud.com>",
  "Repository": "https://cran.r-universe.dev",
  "Date/Publication": "2026-03-07 07:01:35 UTC",
  "RemoteUrl": "https://github.com/cran/stochvol",
  "RemoteRef": "HEAD",
  "RemoteSha": "d4360bdd78d87673f05b7da8717642c0f0241b8e",
  "MD5sum": "2c29ec9cffdba68808ac0be345957201",
  "_user": "cran",
  "_type": "src",
  "_file": "stochvol_3.2.9.tar.gz",
  "_fileid": "e44f0a7af7f2959addd979a820146b56d858742eabb46f40507b92561a27408c",
  "_filesize": 4466775,
  "_sha256": "e44f0a7af7f2959addd979a820146b56d858742eabb46f40507b92561a27408c",
  "_created": "2026-06-05T07:51:00.000Z",
  "_published": "2026-06-05T07:55:37.102Z",
  "_distro": "noble",
  "_jobs": [
    {
      "job": 79686750497,
      "time": 182,
      "config": "linux-devel-arm64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7431593056"
    },
    {
      "job": 79686750546,
      "time": 183,
      "config": "linux-devel-x86_64",
      "r": "4.7.0",
      "check": "OK",
      "artifact": "7431592553"
    },
    {
      "job": 79686750542,
      "time": 180,
      "config": "linux-release-arm64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7431592675"
    },
    {
      "job": 79686750615,
      "time": 184,
      "config": "linux-release-x86_64",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7431592615"
    },
    {
      "job": 79686017153,
      "time": 308,
      "config": "source",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7431537222"
    },
    {
      "job": 79686750482,
      "time": 139,
      "config": "wasm-release",
      "r": "4.6.0",
      "check": "OK",
      "artifact": "7431578673"
    }
  ],
  "_buildurl": "https://github.com/r-universe/cran/actions/runs/27002484631",
  "_status": "success",
  "_host": "GitHub-Actions",
  "_upstream": "https://github.com/cran/stochvol",
  "_commit": {
    "id": "d4360bdd78d87673f05b7da8717642c0f0241b8e",
    "author": "Darjus Hosszejni <darjus.hosszejni@icloud.com>",
    "committer": "cran-robot <csardi.gabor+cran@gmail.com>",
    "message": "version 3.2.9\n",
    "time": 1772866895
  },
  "_maintainer": {
    "name": "Darjus Hosszejni",
    "email": "darjus.hosszejni@icloud.com",
    "login": "hdarjus",
    "description": "",
    "uuid": 8151458,
    "orcid": "0000-0002-3803-691X"
  },
  "_registered": true,
  "_dependencies": [
    {
      "package": "R",
      "version": ">= 3.5",
      "role": "Depends"
    },
    {
      "package": "Rcpp",
      "role": "LinkingTo"
    },
    {
      "package": "RcppArmadillo",
      "version": ">= 0.9.900",
      "role": "LinkingTo"
    },
    {
      "package": "Rcpp",
      "version": ">= 1.0",
      "role": "Imports"
    },
    {
      "package": "coda",
      "version": ">= 0.19",
      "role": "Imports"
    },
    {
      "package": "graphics",
      "role": "Imports"
    },
    {
      "package": "stats",
      "role": "Imports"
    },
    {
      "package": "utils",
      "role": "Imports"
    },
    {
      "package": "grDevices",
      "role": "Imports"
    },
    {
      "package": "testthat",
      "version": ">= 3.0.0",
      "role": "Suggests"
    },
    {
      "package": "mvtnorm",
      "role": "Suggests"
    },
    {
      "package": "knitr",
      "role": "Suggests"
    }
  ],
  "_owner": "cran",
  "_selfowned": false,
  "_usedby": 10,
  "_updates": [
    {
      "week": "2025-31",
      "n": 1
    },
    {
      "week": "2025-34",
      "n": 1
    },
    {
      "week": "2025-42",
      "n": 1
    },
    {
      "week": "2026-10",
      "n": 1
    }
  ],
  "_tags": [
    {
      "name": "3.2.6",
      "date": "2025-07-31"
    },
    {
      "name": "3.2.7",
      "date": "2025-08-20"
    },
    {
      "name": "3.2.8",
      "date": "2025-10-13"
    },
    {
      "name": "3.2.9",
      "date": "2026-03-07"
    }
  ],
  "_stars": 2,
  "_contributors": [
    {
      "user": "gregorkastner",
      "count": 25,
      "uuid": 25907502
    },
    {
      "user": "hdarjus",
      "count": 22,
      "uuid": 8151458
    }
  ],
  "_userbio": {
    "uuid": 6899542,
    "type": "organization",
    "name": "cran",
    "description": "Unofficial read-only mirror of all CRAN R packages"
  },
  "_downloads": {
    "count": 1457,
    "source": "https://cranlogs.r-pkg.org/downloads/total/last-month/stochvol"
  },
  "_devurl": "https://github.com/gregorkastner/stochvol",
  "_pkgdown": "https://gregorkastner.github.io/stochvol/",
  "_searchresults": 132,
  "_topics": [
    "openblas",
    "cpp"
  ],
  "_rbuild": "4.6.0",
  "_assets": [
    "extra/citation.cff",
    "extra/citation.html",
    "extra/citation.json",
    "extra/citation.txt",
    "extra/contents.json",
    "extra/NEWS.html",
    "extra/NEWS.txt",
    "extra/stochvol.html",
    "manual.pdf"
  ],
  "_homeurl": "https://github.com/gregorkastner/stochvol",
  "_realowner": "gregorkastner",
  "_cranurl": false,
  "_releases": [
    {
      "version": "0.5-0",
      "date": "2013-01-23"
    },
    {
      "version": "0.5-1",
      "date": "2013-01-28"
    },
    {
      "version": "0.6-0",
      "date": "2013-04-17"
    },
    {
      "version": "0.6-1",
      "date": "2013-07-09"
    },
    {
      "version": "0.7-0",
      "date": "2013-10-09"
    },
    {
      "version": "0.7-1",
      "date": "2013-10-21"
    },
    {
      "version": "0.8-0",
      "date": "2014-02-06"
    },
    {
      "version": "0.8-1",
      "date": "2014-02-06"
    },
    {
      "version": "0.8-2",
      "date": "2014-05-16"
    },
    {
      "version": "0.8-4",
      "date": "2014-07-01"
    },
    {
      "version": "0.9-0",
      "date": "2014-10-16"
    },
    {
      "version": "0.9-1",
      "date": "2014-12-27"
    },
    {
      "version": "1.0.0",
      "date": "2015-01-28"
    },
    {
      "version": "1.1.0",
      "date": "2015-05-15"
    },
    {
      "version": "1.1.1",
      "date": "2015-05-22"
    },
    {
      "version": "1.1.2",
      "date": "2015-06-29"
    },
    {
      "version": "1.1.3",
      "date": "2015-06-30"
    },
    {
      "version": "1.2.0",
      "date": "2015-07-15"
    },
    {
      "version": "1.2.1",
      "date": "2015-11-27"
    },
    {
      "version": "1.2.2",
      "date": "2016-01-01"
    },
    {
      "version": "1.2.3",
      "date": "2016-02-18"
    },
    {
      "version": "1.3.0",
      "date": "2016-08-24"
    },
    {
      "version": "1.3.1",
      "date": "2016-10-18"
    },
    {
      "version": "1.3.2",
      "date": "2016-10-26"
    },
    {
      "version": "1.3.3",
      "date": "2017-09-19"
    },
    {
      "version": "2.0.0",
      "date": "2019-02-01"
    },
    {
      "version": "2.0.1",
      "date": "2019-02-26"
    },
    {
      "version": "2.0.2",
      "date": "2019-04-08"
    },
    {
      "version": "2.0.3",
      "date": "2019-05-29"
    },
    {
      "version": "2.0.4",
      "date": "2019-06-26"
    },
    {
      "version": "3.0.0",
      "date": "2020-11-03"
    },
    {
      "version": "3.0.1",
      "date": "2020-11-04"
    },
    {
      "version": "3.0.2",
      "date": "2020-11-17"
    },
    {
      "version": "3.0.3",
      "date": "2020-11-24"
    },
    {
      "version": "3.0.4",
      "date": "2021-02-09"
    },
    {
      "version": "3.0.5",
      "date": "2021-05-16"
    },
    {
      "version": "3.0.6",
      "date": "2021-05-20"
    },
    {
      "version": "3.1.0",
      "date": "2021-07-12"
    },
    {
      "version": "3.2.0",
      "date": "2021-11-26"
    },
    {
      "version": "3.2.1",
      "date": "2023-03-10"
    },
    {
      "version": "3.2.3",
      "date": "2023-11-27"
    },
    {
      "version": "3.2.4",
      "date": "2024-03-03"
    },
    {
      "version": "3.2.5",
      "date": "2024-10-28"
    },
    {
      "version": "3.2.6",
      "date": "2025-08-01"
    },
    {
      "version": "3.2.7",
      "date": "2025-08-20"
    },
    {
      "version": "3.2.8",
      "date": "2025-10-13"
    },
    {
      "version": "3.2.9",
      "date": "2026-03-07"
    }
  ],
  "_exports": [
    "default_fast_sv",
    "get_default_fast_sv",
    "get_default_general_sv",
    "latent",
    "latent0",
    "logret",
    "para",
    "paradensplot",
    "paratraceplot",
    "predlatent",
    "predvola",
    "predy",
    "priors",
    "runtime",
    "sampled_parameters",
    "specify_priors",
    "sv_beta",
    "sv_constant",
    "sv_exponential",
    "sv_gamma",
    "sv_infinity",
    "sv_inverse_gamma",
    "sv_multinormal",
    "sv_normal",
    "svbeta",
    "svlm",
    "svlsample",
    "svlsample_roll",
    "svsample",
    "svsample_fast_cpp",
    "svsample_general_cpp",
    "svsample_roll",
    "svsample2",
    "svsim",
    "svtau",
    "svtlsample",
    "svtlsample_roll",
    "svtsample",
    "svtsample_roll",
    "thinning",
    "update_fast_sv",
    "update_general_sv",
    "update_regressors",
    "update_t_error",
    "updatesummary",
    "validate_and_process_expert",
    "vola",
    "volplot"
  ],
  "_datasets": [
    {
      "name": "exrates",
      "title": "Euro exchange rate data",
      "object": "exrates",
      "file": "exrates.RData",
      "class": [
        "data.frame"
      ],
      "fields": [
        "AUD",
        "CAD",
        "CHF",
        "CZK",
        "DKK",
        "GBP",
        "HKD",
        "IDR",
        "JPY",
        "KRW",
        "MXN",
        "MYR",
        "NOK",
        "NZD",
        "PHP",
        "PLN",
        "RON",
        "RUB",
        "SEK",
        "SGD",
        "THB",
        "TRY",
        "USD",
        "date"
      ],
      "rows": 3140,
      "table": true,
      "tojson": true
    }
  ],
  "_help": [
    {
      "page": "stochvol-package",
      "title": "Efficient Bayesian Inference for Stochastic Volatility (SV) Models",
      "topics": [
        "stochvol-package",
        "stochvol"
      ]
    },
    {
      "page": "exrates",
      "title": "Euro exchange rate data",
      "topics": [
        "exrates"
      ]
    },
    {
      "page": "extractors",
      "title": "Common Extractors for 'svdraws' and 'svpredict' Objects",
      "topics": [
        "extractors",
        "latent",
        "latent0",
        "observations",
        "para",
        "predlatent",
        "predvola",
        "predy",
        "priors",
        "runtime",
        "sampled_parameters",
        "svbeta",
        "svtau",
        "thinning",
        "vola"
      ]
    },
    {
      "page": "expert_defaults",
      "title": "Default Values for the Expert Settings",
      "topics": [
        "default_fast_sv",
        "get_default_fast_sv",
        "get_default_general_sv"
      ]
    },
    {
      "page": "logret",
      "title": "Computes the Log Returns of a Time Series",
      "concept": [
        "utilities"
      ],
      "topics": [
        "logret",
        "logret.default"
      ]
    },
    {
      "page": "paradensplot",
      "title": "Probability Density Function Plot for the Parameter Posteriors",
      "concept": [
        "plotting"
      ],
      "topics": [
        "paradensplot"
      ]
    },
    {
      "page": "paratraceplot",
      "title": "Trace Plot of MCMC Draws from the Parameter Posteriors",
      "concept": [
        "plotting"
      ],
      "topics": [
        "paratraceplot"
      ]
    },
    {
      "page": "paratraceplot.svdraws",
      "title": "Trace Plot of MCMC Draws from the Parameter Posteriors",
      "concept": [
        "plotting"
      ],
      "topics": [
        "paratraceplot.svdraws"
      ]
    },
    {
      "page": "plot.svdraws",
      "title": "Graphical Summary of the Posterior Distribution",
      "concept": [
        "plotting"
      ],
      "topics": [
        "plot.svdraws"
      ]
    },
    {
      "page": "plot.svpredict",
      "title": "Graphical Summary of the Posterior Predictive Distribution",
      "concept": [
        "plotting"
      ],
      "topics": [
        "plot.svpredict"
      ]
    },
    {
      "page": "predict.svdraws",
      "title": "Prediction of Future Returns and Log-Volatilities",
      "topics": [
        "predict.svdraws"
      ]
    },
    {
      "page": "specify_priors",
      "title": "Specify Prior Distributions for SV Models",
      "concept": [
        "priors"
      ],
      "topics": [
        "specify_priors"
      ]
    },
    {
      "page": "sv_prior",
      "title": "Prior Distributions in 'stochvol'",
      "concept": [
        "priors"
      ],
      "topics": [
        "sv_beta",
        "sv_constant",
        "sv_exponential",
        "sv_gamma",
        "sv_infinity",
        "sv_inverse_gamma",
        "sv_multinormal",
        "sv_normal"
      ]
    },
    {
      "page": "svlm",
      "title": "Markov Chain Monte Carlo (MCMC) Sampling for the Stochastic Volatility (SV) Model",
      "topics": [
        "svlm"
      ]
    },
    {
      "page": "svsample",
      "title": "Markov Chain Monte Carlo (MCMC) Sampling for the Stochastic Volatility (SV) Model",
      "topics": [
        "svlsample",
        "svsample",
        "svsample2",
        "svtlsample",
        "svtsample"
      ]
    },
    {
      "page": "svsample_cpp",
      "title": "Bindings to 'C++' Functions in 'stochvol'",
      "topics": [
        "svsample_fast_cpp",
        "svsample_general_cpp"
      ]
    },
    {
      "page": "svsample_roll",
      "title": "Rolling Estimation of Stochastic Volatility Models",
      "topics": [
        "svlsample_roll",
        "svsample_roll",
        "svtlsample_roll",
        "svtsample_roll"
      ]
    },
    {
      "page": "svsim",
      "title": "Simulating a Stochastic Volatility Process",
      "topics": [
        "svsim"
      ]
    },
    {
      "page": "update_fast_sv",
      "title": "Single MCMC Update Using Fast SV",
      "concept": [
        "stochvol_cpp"
      ],
      "topics": [
        "update_fast_sv"
      ]
    },
    {
      "page": "update_general_sv",
      "title": "Single MCMC Update Using General SV",
      "concept": [
        "stochvol_cpp"
      ],
      "topics": [
        "update_general_sv"
      ]
    },
    {
      "page": "update_regressors",
      "title": "Single MCMC update of Bayesian linear regression",
      "concept": [
        "stochvol_cpp"
      ],
      "topics": [
        "update_regressors"
      ]
    },
    {
      "page": "update_t_error",
      "title": "Single MCMC update to Student's t-distribution",
      "concept": [
        "stochvol_cpp"
      ],
      "topics": [
        "update_t_error"
      ]
    },
    {
      "page": "updatesummary",
      "title": "Updating the Summary of MCMC Draws",
      "topics": [
        "updatesummary"
      ]
    },
    {
      "page": "validate_and_process_expert",
      "title": "Validate and Process Argument 'expert'",
      "concept": [
        "validation"
      ],
      "topics": [
        "validate_and_process_expert"
      ]
    },
    {
      "page": "volplot",
      "title": "Plotting Quantiles of the Latent Volatilities",
      "concept": [
        "plotting"
      ],
      "topics": [
        "volplot"
      ]
    }
  ],
  "_pkglogo": "https://github.com/cran/stochvol/raw/HEAD/man/figures/logo.svg",
  "_rundeps": [
    "coda",
    "lattice",
    "Rcpp",
    "RcppArmadillo"
  ],
  "_sysdeps": [
    {
      "shlib": "liblapack",
      "package": "libopenblas0-pthread",
      "source": "openblas",
      "version": "0.3.26+ds-1ubuntu0.1",
      "name": "openblas",
      "homepage": "https://www.openblas.net/",
      "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)"
    },
    {
      "shlib": "libblas",
      "package": "libopenblas0-pthread",
      "source": "openblas",
      "version": "0.3.26+ds-1ubuntu0.1",
      "name": "openblas",
      "homepage": "https://www.openblas.net/",
      "description": "Optimized BLAS (linear algebra) library (shared lib, pthread)"
    },
    {
      "shlib": "libstdc++",
      "package": "libstdc++6",
      "source": "gcc",
      "version": "14.2.0-4ubuntu2~24.04.1",
      "name": "c++",
      "homepage": "http://gcc.gnu.org/",
      "description": "GNU Standard C++ Library v3"
    }
  ],
  "_vignettes": [
    {
      "source": "article.Rnw",
      "filename": "article.pdf",
      "title": "Dealing with Stochastic Volatility in Time Series Using the R Package stochvol",
      "engine": "knitr::knitr",
      "headings": [],
      "created": "2013-10-22 00:57:07",
      "modified": "2026-03-07 07:01:35",
      "commits": 15
    },
    {
      "source": "article2.Rnw",
      "filename": "article2.pdf",
      "title": "Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol",
      "engine": "knitr::knitr",
      "headings": [],
      "created": "2020-11-03 06:10:02",
      "modified": "2026-03-07 07:01:35",
      "commits": 8
    }
  ],
  "_score": 5.965274720351427,
  "_indexed": false,
  "_nocasepkg": "stochvol",
  "_universes": [
    "cran"
  ],
  "_indexurl": "https://gregorkastner.r-universe.dev/stochvol",
  "_binaries": [
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "3.2.9",
      "date": "2026-06-05T07:53:49.000Z",
      "distro": "noble",
      "arch": "aarch64",
      "commit": "d4360bdd78d87673f05b7da8717642c0f0241b8e",
      "fileid": "c835b9c65c414278f01d434b28dfbd6e16a1fcf355b9b6289744371b6d5ad054",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/27002484631"
    },
    {
      "r": "4.7.0",
      "os": "linux",
      "version": "3.2.9",
      "date": "2026-06-05T07:53:50.000Z",
      "distro": "noble",
      "arch": "x86_64",
      "commit": "d4360bdd78d87673f05b7da8717642c0f0241b8e",
      "fileid": "03015bc4ccc235d911949b95d61cc6a6b9f471993c4ab385026e85e309a6ea90",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/27002484631"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "3.2.9",
      "date": "2026-06-05T07:53:53.000Z",
      "distro": "noble",
      "arch": "aarch64",
      "commit": "d4360bdd78d87673f05b7da8717642c0f0241b8e",
      "fileid": "b4c8c4fb66a07a324fa9fd89c2ae8b14d2ac8f15669dfd01f167b6fae5b53b88",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/27002484631"
    },
    {
      "r": "4.6.0",
      "os": "linux",
      "version": "3.2.9",
      "date": "2026-06-05T07:53:46.000Z",
      "distro": "noble",
      "arch": "x86_64",
      "commit": "d4360bdd78d87673f05b7da8717642c0f0241b8e",
      "fileid": "5075dae1838d37bc239d8d29dcf4fafee5dc1f18a4204a974c81989939f94207",
      "status": "success",
      "check": "OK",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/27002484631"
    },
    {
      "r": "4.6.0",
      "os": "wasm",
      "version": "3.2.9",
      "date": "2026-06-05T07:53:50.000Z",
      "arch": "emscripten",
      "commit": "d4360bdd78d87673f05b7da8717642c0f0241b8e",
      "fileid": "9f65c1eb291e1c1948448b0adcb5da5e0bcfed6fe329f72c2f7ba667d41a5c2a",
      "status": "success",
      "buildurl": "https://github.com/r-universe/cran/actions/runs/27002484631"
    }
  ]
}