factorstochvol (Q43157)

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Revision as of 10:51, 29 January 2024 by EloiFerrer (talk | contribs) (‎Removed claim: Software Heritage ID (P1454): swh:1:snp:51d7291ca108ce48be90795171207b55323e4423)
Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models
Language Label Description Also known as
English
factorstochvol
Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models

    Statements

    swMATH work ID
    31446
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    instance of
    R package
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    programmed in
    R
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    last update
    7 December 2021
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    software version identifier
    1.0.1
    publication date
    7 December 2021
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    author
    Gregor Kastner
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    imports
    GIGrvg
    software version identifier
    ≥ 0.4
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    Rcpp
    software version identifier
    ≥ 1.0.0
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    corrplot
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    methods
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    grDevices
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    graphics
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    stats
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    utils
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    stochvol
    software version identifier
    ≥ 3.0.2
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