Reference manual

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install.packages("stochvol")

3.2.0 by Darjus Hosszejni, a year ago


https://gregorkastner.github.io/stochvol/


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


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


Authors: Darjus Hosszejni [aut, cre] , Gregor Kastner [aut]


Documentation:   PDF Manual  


GPL (>= 2) license


Imports Rcpp, coda, graphics, stats, utils, grDevices

Suggests testthat, mvtnorm, knitr

Linking to Rcpp, RcppArmadillo


Imported by BGVAR, factorstochvol, shrinkDSM, shrinkTVP.

Suggested by bsreg, stochvolTMB, tensorBSS, tsBSS.


See at CRAN