stochvol (Q31210): Difference between revisions

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‎Removed claim: Software Heritage ID (P1454): swh:1:snp:118982a81d19981c8591911737957f05d3f90eef
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Property / Software Heritage ID: swh:1:snp:118982a81d19981c8591911737957f05d3f90eef / rank
Normal rank
 
Property / Software Heritage ID: swh:1:snp:118982a81d19981c8591911737957f05d3f90eef / qualifier
 
Property / Software Heritage ID: swh:1:snp:118982a81d19981c8591911737957f05d3f90eef / qualifier
point in time: +2023-03-16T05:32:50Z
Timestamp+2023-03-16T05:32:50Z
Timezone+00:00
CalendarGregorian
Precision1 second
Before0
After0
 

Revision as of 09:44, 29 January 2024

Efficient Bayesian Inference for Stochastic Volatility (SV) Models
Language Label Description Also known as
English
stochvol
Efficient Bayesian Inference for Stochastic Volatility (SV) Models

    Statements

    instance of
    R package
    0 references
    programmed in
    R
    0 references
    last update
    10 March 2023
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    software version identifier
    3.2.1
    publication date
    10 March 2023
    0 references
    author
    Darjus Hosszejni
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    Gregor Kastner
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    imports
    Rcpp
    software version identifier
    ≥ 1.0
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    coda
    software version identifier
    ≥ 0.19
    0 references
    graphics
    0 references
    stats
    0 references
    utils
    0 references
    grDevices
    0 references

    Identifiers

    swMATH work ID
    19383
    0 references
    CRAN project
    stochvol
    0 references
     
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