Reference manual

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install.packages("factorstochvol")

1.1.1 by Gregor Kastner, 10 days ago


Report a bug at https://github.com/gregorkastner/factorstochvol/issues


Browse source code at https://github.com/cran/factorstochvol


Authors: Gregor Kastner [aut, cre] (ORCID: , Darjus Hosszejni [ctb] , Luis Gruber [ctb]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports GIGrvg, Rcpp, corrplot, methods, grDevices, graphics, stats, utils, stochvol

Suggests LSD, coda, knitr, RColorBrewer, testthat, zoo

Linking to Rcpp, RcppArmadillo, stochvol


Imported by bayesianVARs.


See at CRAN