| Name : R-stochvol
| |
| Version : 3.2.4
| Vendor : obs://build_opensuse_org/devel:languages:R
|
| Release : lp154.2.4
| Date : 2024-09-12 11:01:52
|
| Group : Development/Libraries/Other
| Source RPM : R-stochvol-3.2.4-lp154.2.4.src.rpm
|
| Size : 3.11 MB
| |
| Packager : https://www_suse_com/
| |
| Summary : Efficient Bayesian Inference for Stochastic Volatility (SV) Models
|
Description :
Efficient algorithms for fully Bayesian estimation of stochastic
volatility (SV) models with and without asymmetry (leverage) 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>
and Hosszejni and Kastner (2019) < doi:10.1007/978-3-030-30611-3_8> the
most common use cases are described in Hosszejni and Kastner (2021)
< doi:10.18637/jss.v100.i12> and Kastner (2016)
< doi:10.18637/jss.v069.i05> and the package examples.
|
RPM found in directory: /packages/linux-pbone/ftp5.gwdg.de/pub/opensuse/repositories/devel:/languages:/R:/autoCRAN/15.4/x86_64 |
