factorstochvol (Q43157): Difference between revisions

Newer edit →

@@ description / en / description / en @@
+Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models
@@ Property / instance of @@
+R package
@@ Property / instance of: R package / rank @@
+Normal rank
@@ Property / programmed in @@
+R
@@ Property / programmed in: R / rank @@
+Normal rank
@@ Property / last update @@
+December 2021Timestamp +2021-12-07T00:00:00Z
Timezone +00:00
Calendar Gregorian
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++2021-12-07T00:00:00Z
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@@ Property / last update: 7 December 2021 / rank @@
+Normal rank
@@ Property / software version identifier @@
+.0.1
@@ Property / software version identifier: 1.0.1 / rank @@
+Normal rank
@@ Property / software version identifier: 1.0.1 / qualifier @@
+publication date: 7 December 2021Timestamp +2021-12-07T00:00:00Z
Timezone +00:00
Calendar Gregorian
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++2021-12-07T00:00:00Z
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+Gregorian
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@@ Property / author @@
+Gregor Kastner
@@ Property / author: Gregor Kastner / rank @@
+Normal rank
@@ Property / maintained by @@
+Gregor Kastner
@@ Property / maintained by: Gregor Kastner / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 2.0
@@ Property / copyright license: GNU General Public License, version 2.0 / rank @@
+Normal rank
@@ Property / copyright license @@
+GNU General Public License, version 3.0
@@ Property / copyright license: GNU General Public License, version 3.0 / rank @@
+Normal rank
+edition/version: expanded from: GPL (≥ 2) (English)
@@ Property / depends on software @@
+R
@@ Property / depends on software: R / rank @@
+Normal rank
@@ Property / depends on software: R / qualifier @@
+software version identifier: ≥ 3.0.2
@@ Property / imports @@
+GIGrvg
@@ Property / imports: GIGrvg / rank @@
+Normal rank
@@ Property / imports: GIGrvg / qualifier @@
+software version identifier: ≥ 0.4
@@ Property / imports @@
+Rcpp
@@ Property / imports: Rcpp / rank @@
+Normal rank
@@ Property / imports: Rcpp / qualifier @@
+software version identifier: ≥ 1.0.0
@@ Property / imports @@
+corrplot
@@ Property / imports: corrplot / rank @@
+Normal rank
@@ Property / imports @@
+methods
@@ Property / imports: methods / rank @@
+Normal rank
@@ Property / imports @@
+grDevices
@@ Property / imports: grDevices / rank @@
+Normal rank
@@ Property / imports @@
+graphics
@@ Property / imports: graphics / rank @@
+Normal rank
@@ Property / imports @@
+stats
@@ Property / imports: stats / rank @@
+Normal rank
@@ Property / imports @@
+utils
@@ Property / imports: utils / rank @@
+Normal rank
@@ Property / imports @@
+stochvol
@@ Property / imports: stochvol / rank @@
+Normal rank
@@ Property / imports: stochvol / qualifier @@
+software version identifier: ≥ 3.0.2
@@ Property / cites work @@
+Efficient Bayesian Inference for Multivariate Factor Stochastic Volatility Models
+Normal rank
@@ Property / cites work @@
+Sparse Bayesian time-varying covariance estimation in many dimensions
+Normal rank
@@ Property / CRAN project @@
+factorstochvol
@@ Property / CRAN project: factorstochvol / rank @@
+Normal rank
@@ Property / Software Heritage ID @@
+swh:1:snp:51d7291ca108ce48be90795171207b55323e4423
+Normal rank
+source code repository: https://github.com/cran/factorstochvol
+point in time: +2023-09-16T06:57:24ZTimestamp +2023-09-16T06:57:24Z
Timezone +00:00
Calendar Gregorian
Precision 1 second
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++2023-09-16T06:57:24Z
-Timezone
++00:00
-Calendar
+Gregorian
-Precision
+second
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