stochvolTMB (Q122854)

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Item:Q122854
Likelihood Estimation of Stochastic Volatility Models
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English
stochvolTMB
Likelihood Estimation of Stochastic Volatility Models

    Statements

    instance of
    R package
    0 references
    programmed in
    R
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    last update
    13 August 2021
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    software version identifier
    0.2.0
    publication date
    13 August 2021
    0 references
    imports
    TMB
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    ggplot2
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    sn
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    stats
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    data.table
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    MASS
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    CRAN project
    stochvolTMB
    0 references
     
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