Encoding: UTF-8
Package: factorstochvol
Type: Package
Title: Bayesian Estimation of (Sparse) Latent Factor Stochastic
        Volatility Models
Version: 0.8.3
Authors@R: person("Gregor", "Kastner", role = c("aut", "cre"),
                  email = "gregor.kastner@wu.ac.at")
Maintainer: Gregor Kastner <gregor.kastner@wu.ac.at>
Description: Markov chain Monte Carlo (MCMC) sampler for fully Bayesian
             estimation of latent factor stochastic volatility models.
             Sparsity can be achieved through the usage of Normal-Gamma priors
             on the factor loading matrix.
License: GPL (>= 2)
Depends: R (>= 3.0.2)
Imports: stochvol (>= 1.3.2), GIGrvg (>= 0.4), Rcpp (>= 0.12.7),
        corrplot, methods, grDevices, graphics, stats, utils
LinkingTo: Rcpp, RcppArmadillo (>= 0.7.500.0.0), stochvol
RoxygenNote: 5.0.1
NeedsCompilation: yes
Packaged: 2016-12-31 15:43:02 UTC; dejot
Author: Gregor Kastner [aut, cre]
Repository: CRAN
Date/Publication: 2016-12-31 17:21:54
Built: R 3.3.2; x86_64-apple-darwin13.4.0; 2017-01-01 13:12:48 UTC; unix
Archs: factorstochvol.so.dSYM
