R-factorstochvol

v 1.1.0 Updated: 11 months, 2 weeks ago

Bayesian estimation of (sparse) latent factor stochastic volatility models


https://cran.r-project.org/package=factorstochvol

To install R-factorstochvol, paste this in macOS terminal after installing MacPorts

sudo port install R-factorstochvol

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