Package: ASV
Type: Package
Title: Stochastic Volatility Models with or without Leverage
Version: 1.1.1
Date: 2022-10-19
Authors@R: c(person("Yasuhiro", "Omori", email = "omori.yasuhiro@gmail.com", role = c("aut", "cre")),person("Ryuji", "Hashimoto", role = "ctr")) 
Maintainer: Yasuhiro Omori <omori.yasuhiro@gmail.com>
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.
URL: https://sites.google.com/view/omori-stat/english/software/asv-r
License: GPL (>= 2)
Imports: Rcpp (>= 1.0.7), freqdom, stats, graphics
LinkingTo: Rcpp, RcppArmadillo, RcppProgress
NeedsCompilation: yes
Packaged: 2022-10-19 06:03:03 UTC; omori
Author: Yasuhiro Omori [aut, cre],
  Ryuji Hashimoto [ctr]
Repository: CRAN
Date/Publication: 2022-10-19 07:27:54 UTC
Built: R 4.1.3; x86_64-w64-mingw32; 2023-04-17 14:29:18 UTC; windows
Archs: i386, x64
