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GK

Gregor Kastner

3 packages On CRAN since Jan 2013 (13 years) · last active 2 years ago 0000-0002-8237-8271

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Aggregate CRAN check results across 1 maintained package.

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Recent Activity

factorstochvol updated v1.1.2 Mar 30, 2026

Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models

bayesianVARs new v0.1.8 Mar 10, 2026

MCMC Estimation of Bayesian Vectorautoregressions

factorstochvol new v1.1.1 Mar 10, 2026

Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models

stochvol new v3.2.9 Mar 10, 2026

Efficient Bayesian Inference for Stochastic Volatility (SV) Models

stochvol updated v3.2.9 Mar 6, 2026

Efficient Bayesian Inference for Stochastic Volatility (SV) Models

factorstochvol updated v1.1.1 Mar 1, 2026

Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models

bayesianVARs updated v0.1.8 Feb 18, 2026

MCMC Estimation of Bayesian Vectorautoregressions

bayesianVARs updated v0.1.6 Jan 28, 2026

MCMC Estimation of Bayesian Vectorautoregressions

stochvol updated v3.2.8 Oct 12, 2025

Efficient Bayesian Inference for Stochastic Volatility (SV) Models

stochvol updated v3.2.7 Aug 19, 2025

Efficient Bayesian Inference for Stochastic Volatility (SV) Models

Maintained Packages

1 package

Package Version
factorstochvol 1.1.2

Co-authored Packages

2 packages

Package Version
stochvol 3.2.9
bayesianVARs 0.1.8