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-4.5)ASV_1.1.4.zip(r-4.4)ASV_1.1.4.zip(r-4.3)
ASV_1.1.4.tgz(r-4.4-x86_64)ASV_1.1.4.tgz(r-4.4-arm64)ASV_1.1.4.tgz(r-4.3-x86_64)ASV_1.1.4.tgz(r-4.3-arm64)
ASV_1.1.4.tar.gz(r-4.5-noble)ASV_1.1.4.tar.gz(r-4.4-noble)
ASV_1.1.4.tgz(r-4.4-emscripten)ASV_1.1.4.tgz(r-4.3-emscripten)
ASV.pdf |ASV.html✨
ASV/json (API)
NEWS

# Install 'ASV' in R:
install.packages('ASV', repos = c('https://omori-yasuhiro.r-universe.dev', 'https://cloud.r-project.org'))

Peer review:

Uses libs:
  • openblas– Optimized BLAS
  • c++– GNU Standard C++ Library v3
  • openmp– GCC OpenMP (GOMP) support library

On CRAN:

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

13 exports 0.23 score 6 dependencies 1 scripts 321 downloads

Last updated 7 months agofrom:c9d00a8ab6. Checks:OK: 9. Indexed: yes.

TargetResultDate
Doc / VignettesOKSep 13 2024
R-4.5-win-x86_64OKSep 13 2024
R-4.5-linux-x86_64OKSep 13 2024
R-4.4-win-x86_64OKSep 13 2024
R-4.4-mac-x86_64OKSep 13 2024
R-4.4-mac-aarch64OKSep 13 2024
R-4.3-win-x86_64OKSep 13 2024
R-4.3-mac-x86_64OKSep 13 2024
R-4.3-mac-aarch64OKSep 13 2024

Exports:asv_apfasv_logMLasv_mcmcasv_pfasv_posteriorasv_priorReportMCMCsv_apfsv_logMLsv_mcmcsv_pfsv_posteriorsv_prior

Dependencies:freqdommatrixcalcmvtnormRcppRcppArmadilloRcppProgress