Package: ASV 1.1.4

ASV: Stochastic Volatility Models with or without Leverage

The efficient Markov chain Monte Carlo estimation of stochastic volatility models with and without leverage (asymmetric and symmetric stochastic volatility models). Further, it computes the logarithm of the likelihood given parameters using particle filters.

Authors:Yasuhiro Omori [aut, cre], Ryuji Hashimoto [ctr]

ASV_1.1.4.tar.gz
ASV_1.1.4.zip(r-4.7-x86_64)ASV_1.1.4.zip(r-4.7-arm64)ASV_1.1.4.zip(r-4.6-x86_64)ASV_1.1.4.zip(r-4.6-arm64)ASV_1.1.4.zip(r-4.5-x86_64)
ASV_1.1.4.tgz(r-4.6-x86_64)ASV_1.1.4.tgz(r-4.6-arm64)ASV_1.1.4.tgz(r-4.5-x86_64)ASV_1.1.4.tgz(r-4.5-arm64)
ASV_1.1.4.tar.gz(r-4.7-arm64)ASV_1.1.4.tar.gz(r-4.7-x86_64)ASV_1.1.4.tar.gz(r-4.6-arm64)ASV_1.1.4.tar.gz(r-4.6-x86_64)
ASV_1.1.4.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
ASV/json (API)

# Install 'ASV' in R:
install.packages('ASV', repos = c('https://omori-yasuhiro.r-universe.dev', 'https://cloud.r-project.org'))
Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

Conda:

This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.

openblascppopenmp

1.00 score 1 scripts 395 downloads 13 exports 6 dependencies

Last updated from:c9d00a8ab6. Checks:15 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK95
linux-devel-x86_64OK106
source / vignettesOK202
linux-release-arm64OK134
linux-release-x86_64OK109
macos-release-arm64OK122
macos-release-x86_64OK268
macos-oldrel-arm64OK173
macos-oldrel-x86_64OK445
windows-devel-arm64OK343
windows-devel-x86_64OK156
windows-release-arm64OK365
windows-release-x86_64OK150
windows-oldrel-x86_64OK130
wasm-releaseOK103

Exports:asv_apfasv_logMLasv_mcmcasv_pfasv_posteriorasv_priorReportMCMCsv_apfsv_logMLsv_mcmcsv_pfsv_posteriorsv_prior

Dependencies:freqdommatrixcalcmvtnormRcppRcppArmadilloRcppProgress