Reference manual

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install.packages("factorstochvol")

1.0.1 by Gregor Kastner, 8 months ago


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


Authors: Gregor Kastner [aut, cre] , 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


Suggested by mfbvar.


See at CRAN