Encoding: UTF-8
Package: stochvol
Type: Package
Title: Efficient Bayesian Inference for Stochastic Volatility (SV)
        Models
Version: 1.3.2
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: 2016-10-26 10:01:22 UTC; dejot
Author: Gregor Kastner [aut, cre]
Repository: CRAN
Date/Publication: 2016-10-26 14:28:03
Built: R 3.3.2; x86_64-w64-mingw32; 2016-12-02 03:16:26 UTC; windows
Archs: i386, x64
