updated DESCRIPTION

DESCRIPTION

@@ -6,7 +6,6 @@ Version: 2.0.0
 Authors@R: c(
 	person("Gregor", "Kastner", role = c("aut"), email = "[email protected]", comment = c(ORCID = "0000-0002-8237-8271")),
 	person("Darjus", "Hosszejni", role = c("aut", "cre"), email = "[email protected]", comment = c(ORCID = "0000-0002-3803-691X")))
-Maintainer: Darjus Hosszejni <[email protected]>
 Description: Efficient algorithms for fully Bayesian estimation of stochastic volatility (SV) models via Markov chain Monte Carlo (MCMC) methods. Methodological details are given in Kastner and Frühwirth-Schnatter (2014) <doi:10.1016/j.csda.2013.01.002>; the most common use cases are described in Kastner (2016) <doi:10.18637/jss.v069.i05>. Also incorporates SV with leverage.
 License: GPL (>= 2) 
 Depends: R (>= 3.0.2), coda