ASV
Stochastic Volatility Models with or without Leverage
v1.1.4
·
Feb 15, 2024
·
GPL (>= 2)
Description
The efficient Markov chain Monte Carlo estimation of stochastic volatility models with and without leverage (asymmetric and symmetric stochastic volatility models). Further, it computes the logarithm of the likelihood given parameters using particle filters.
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| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-macos-arm64 | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | NOTE |
| r-oldrel-macos-x86_64 | NOTE |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check details (14 non-OK)
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r-devel-linux-x86_64-debian-clang
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r-devel-linux-x86_64-debian-gcc
*
OK
r-devel-linux-x86_64-fedora-clang
*
OK
r-devel-linux-x86_64-fedora-gcc
*
OK
r-devel-macos-arm64
*
OK
r-devel-windows-x86_64
*
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 6.1Mb
sub-directories of 1Mb or more:
libs 6.0Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 6.2Mb
sub-directories of 1Mb or more:
libs 6.1Mb
OK
r-oldrel-windows-x86_64
*
OK
r-patched-linux-x86_64
*
OK
r-release-linux-x86_64
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r-release-macos-arm64
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r-release-macos-x86_64
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r-release-windows-x86_64
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Check History
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 9, 2026
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 6.1Mb
sub-directories of 1Mb or more:
libs 6.0Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 6.2Mb
sub-directories of 1Mb or more:
libs 6.1Mb
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Version History
new
1.1.4
Mar 9, 2026