Encoding: UTF-8
Package: stochvol
Type: Package
Title: Efficient Bayesian Inference for Stochastic Volatility (SV)
        Models
Version: 2.0.4
Authors@R: c(
	person("Gregor", "Kastner", role = c("aut"), email = "gregor.kastner@wu.ac.at", comment = c(ORCID = "0000-0002-8237-8271")),
	person("Darjus", "Hosszejni", role = c("aut", "cre"), email = "darjus.hosszejni@wu.ac.at", comment = c(ORCID = "0000-0002-3803-691X")))
Description: Efficient algorithms for fully Bayesian estimation of stochastic volatility (SV) models 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>; the most common use cases are described in Kastner (2016) <doi:10.18637/jss.v069.i05>. Also incorporates SV with leverage.
License: GPL (>= 2)
Depends: R (>= 3.0.2), coda
Imports: Rcpp (>= 0.11), graphics, stats, utils
Suggests: mvtnorm
LinkingTo: Rcpp, RcppArmadillo (>= 0.4)
RoxygenNote: 6.1.1
BuildResaveData: best
NeedsCompilation: yes
Packaged: 2019-06-25 20:36:08 UTC; dejot
Author: Gregor Kastner [aut] (<https://orcid.org/0000-0002-8237-8271>),
  Darjus Hosszejni [aut, cre] (<https://orcid.org/0000-0002-3803-691X>)
Maintainer: Darjus Hosszejni <darjus.hosszejni@wu.ac.at>
Repository: CRAN
Date/Publication: 2019-06-26 10:30:03 UTC
Built: R 4.1.0; x86_64-w64-mingw32; 2020-08-03 06:08:55 UTC; windows
Archs: i386, x64
