Encoding: UTF-8
Package: stochvol
Type: Package
Title: Efficient Bayesian Inference for Stochastic Volatility (SV)
        Models
Version: 1.3.3
Authors@R: person("Gregor", "Kastner", role = c("aut", "cre"), email = "gregor.kastner@wu.ac.at")
Maintainer: Gregor Kastner <gregor.kastner@wu.ac.at>
Description: Efficient algorithms for fully Bayesian estimation of stochastic volatility (SV) models via Markov chain Monte Carlo (MCMC) methods.
License: GPL (>= 2)
Depends: R (>= 3.0.2), coda
Imports: Rcpp (>= 0.11), methods, stats, graphics, utils
Suggests: mvtnorm
LinkingTo: Rcpp, RcppArmadillo (>= 0.4)
NeedsCompilation: yes
Packaged: 2017-09-18 07:06:04 UTC; dejot
Author: Gregor Kastner [aut, cre]
Repository: CRAN
Date/Publication: 2017-09-19 00:32:35 UTC
Built: R 3.2.5; x86_64-apple-darwin13.4.0; 2017-09-19 12:38:12 UTC; unix
Archs: stochvol.so.dSYM
