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)ASV_1.1.4.zip(r-4.6)ASV_1.1.4.zip(r-4.5)
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✨
card.svg |card.png
ASV/json (API)
NEWS

# 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 239 downloads 13 exports 6 dependencies

Last updated from:c9d00a8ab6. Checks:13 OK. Indexed: yes.

TargetResultTimeFilesSyslog
linux-devel-arm64OK120
linux-devel-x86_64OK127
source / vignettesOK181
linux-release-arm64OK128
linux-release-x86_64OK119
macos-release-arm64OK174
macos-release-x86_64OK247
macos-oldrel-arm64OK174
macos-oldrel-x86_64OK231
windows-develOK138
windows-releaseOK145
windows-oldrelOK120
wasm-releaseOK99

Exports:asv_apfasv_logMLasv_mcmcasv_pfasv_posteriorasv_priorReportMCMCsv_apfsv_logMLsv_mcmcsv_pfsv_posteriorsv_prior

Dependencies:freqdommatrixcalcmvtnormRcppRcppArmadilloRcppProgress