Package: ASV Type: Package Title: Stochastic Volatility Models with or without Leverage Version: 1.1.4 Date: 2024-02-15 Authors@R: c(person("Yasuhiro", "Omori", email = "omori.yasuhiro@gmail.com", role = c("aut", "cre")),person("Ryuji", "Hashimoto", role = "ctr")) Maintainer: Yasuhiro Omori 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: 2024-02-15 08:51:39 UTC; omori Author: Yasuhiro Omori [aut, cre], Ryuji Hashimoto [ctr] Repository: CRAN Date/Publication: 2024-02-15 13:40:02 UTC