Encoding: UTF-8
Package: stochvol
Type: Package
Title: Efficient Bayesian Inference for Stochastic Volatility (SV)
        Models
Version: 3.2.9
Authors@R: c(
	person("Darjus", "Hosszejni", role = c("aut", "cre"), email = "darjus.hosszejni@icloud.com", comment = c(ORCID = "0000-0002-3803-691X")),
	person("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
        stochastic volatility (SV) models with and without asymmetry
        (leverage) via Markov chain Monte Carlo (MCMC) methods.
        Methodological details are given in Kastner and
        Frühwirth-Schnatter (2014) <doi:10.1016/j.csda.2013.01.002> and
        Hosszejni and Kastner (2019) <doi:10.1007/978-3-030-30611-3_8>;
        the most common use cases are described in Hosszejni and
        Kastner (2021) <doi:10.18637/jss.v100.i12> and Kastner (2016)
        <doi:10.18637/jss.v069.i05> and the package examples.
License: GPL (>= 2)
Depends: R (>= 3.5)
Imports: Rcpp (>= 1.0), coda (>= 0.19), graphics, stats, utils,
        grDevices
Suggests: testthat (>= 3.0.0), mvtnorm, knitr
LinkingTo: Rcpp, RcppArmadillo (>= 0.9.900)
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: 2026-10-28 09:05:06 UTC; root
Author: Darjus Hosszejni [aut, cre] (ORCID:
        <https://orcid.org/0000-0002-3803-691X>), Gregor Kastner [aut]
        (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