ASV

1.1.4

Stochastic Volatility Models with or without Leverage

0packages depend

3.2Kdownloads / year

–test coverage

13/13checks pass

Overview

About

Maintained by Yasuhiro OmoriFirst published 2022-06-025 releasesCRAN page ↗

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.

Install

R (CRAN)Ubuntu (r2u)Fedora (COPR)openSUSE (OBS)

install.packages("ASV", repos = "https://cloud.r-project.org/")

Installs the current CRAN release. Prebuilt binaries on Windows and macOS.

Release

# enable cranapt (r2u) if it is not already set up, then install
grep -rqs r2u.stat.illinois.edu /etc/apt/sources.list /etc/apt/sources.list.d/ \
  || curl -fsSL https://raw.githubusercontent.com/eddelbuettel/r2u/master/inst/scripts/add_cranapt_noble.sh | sudo bash
sudo apt install -y r-cran-asv

Fast Ubuntu binaries via r2u (no compilation). The cranapt setup runs once and is skipped when it is already enabled.

bspm (used by r2u) also needs make: sudo apt install make

# enable the iucar/cran COPR if it is not already present, then install
ls /etc/yum.repos.d/*iucar*cran*.repo >/dev/null 2>&1 \
  || sudo dnf copr enable -y iucar/cran
sudo dnf install -y R-CRAN-ASV

RPMs from the iucar/cran COPR, rebuilt from CRAN.

For install.packages() integration in R, also: sudo dnf install R-CoprManager

# add the autoCRAN OBS repo (Tumbleweed) if it is missing, then install
zypper -q lr | grep -qi autoCRAN \
  || sudo zypper addrepo https://download.opensuse.org/repositories/devel:/languages:/R:/autoCRAN/openSUSE_Tumbleweed/devel:languages:R:autoCRAN.repo
sudo zypper install -y R-ASV

RPMs auto-built from CRAN on openSUSE OBS (Tumbleweed).

Health

CRAN checks

13OK

Slowest check: 2.9 min · r-oldrel-windows-x86_64

Code health

None

Tests · ratio 0.00

not tracked

Coverage

Dependencies · direct

Check history

OK2026-05-02
13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
NOTE2026-04-22
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-18
11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE
NOTE2026-04-10
9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE
ERROR2026-04-09
8 OK · 5 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE

Show 1 earlier snapshots

NOTE2026-03-10
12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE

Documentation

READMENoVignettesNopkgdown siteNoNEWSYes · 100% structuredCode of conductNoContributing guideNo

Examples that run: 100%
Documented parameters: not tracked
Return-value docs: not tracked
References docs: 100%

Downloads

3.2K

CRAN downloads in the past year

Rank #12,429 · ~9/day · ~268/mo

Releases R versions

Daily download trend is not available in this view yet.

27330 days

86090 days

3.2K1 year

Compare downloads with other packages →

Also on418 r2u48 autocran

Dependencies

Declared dependencies

5 external dependencies (excludes base and recommended)

Depends (0)

none

Imports (4)

Rcpp freqdomstatsgraphics

LinkingTo (3)

Rcpp RcppArmadillo RcppProgress

Suggests (0)

none

Enhances (0)

none

Dependency license breakdown →

Reverse dependencies

0direct

0indirect

Nothing depends on this yet.

Code & Tests

Code Composition

C++ 2,341 (62%)Rd 1,158 (30%)R 196 (5%)C 103 (3%)

Code characteristics

Cyclomatic complexity: 1.0 median / 19 max

Test coverage

Line coverage

–

Expression

–

Tests / Examples

–

Functions

65 0 exported

Complexity

2.4 avg / 19 max

Call network

65 nodes / 65 edges

Call graph

Open call graph →

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Lowest coverage

Per-function coverage is not measured for this package yet.

People & History

People (2)

Maintainer (1)

Yasuhiro Omori

Author, Maintainer

Authors (1)

Yasuhiro Omori

Author, Maintainer

Other (1)

Ryuji Hashimoto

Contractor

Package Timeline

5 releases. Pick two to compare their code metrics. R releases are shown for context.

R
R 4.6.0 released · 2026-04-24
R
R 4.5.0 released · 2025-04-11
R
R 4.4.0 released · 2024-04-24
1.1.4Latest
2024-02-15 · current release · diff ↗
1.1.2
2024-01-19 · diff ↗
R
R 4.3.0 released · 2023-04-21
1.1.1
2022-10-19 · diff ↗
1.1.0
2022-09-02 · diff ↗
1.0.0
2022-06-02
R
R 4.2.0 released · 2022-04-22

Package metadata

First published: 2022-06-02
Total releases: 5 / 4 yrs
License: GPL (>= 2) OSI
Download size: 26 KB
Installed size: not tracked yet
With dependencies: not tracked yet

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