stochvol
Efficient Bayesian Inference for Stochastic Volatility (SV) Models
v3.2.9
·
Mar 6, 2026
·
GPL (>= 2)
Description
Efficient algorithms for fully Bayesian estimation of stochastic volatility (SV) models with and without asymmetry (leverage) via Markov chain Monte Carlo (MCMC) methods. Methodological details are given in Kastner and Frühwirth-Schnatter (2014) <doi:10.1016/j.csda.2013.01.002> and Hosszejni and Kastner (2019) <doi:10.1007/978-3-030-30611-3_8>; the most common use cases are described in Hosszejni and Kastner (2021) <doi:10.18637/jss.v100.i12> and Kastner (2016) <doi:10.18637/jss.v069.i05> and the package examples.
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| Flavor | Status |
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| 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 |
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installed size is 9.6Mb
sub-directories of 1Mb or more:
doc 1.9Mb
libs 6.9Mb
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installed package size
installed size is 9.8Mb
sub-directories of 1Mb or more:
doc 1.9Mb
libs 6.9Mb
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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 9.6Mb
sub-directories of 1Mb or more:
doc 1.9Mb
libs 6.9Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 9.8Mb
sub-directories of 1Mb or more:
doc 1.9Mb
libs 6.9Mb
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3.2.9
Mar 10, 2026