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CRAN stochvol 2.0.1
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@gregorkastner gregorkastner released this 26 Feb 18:22
· 370 commits to master since this release
v2.0.1
46a56a9

stochvol 2.0.1 is on its way to CRAN

Changes in Version 2.0.1:

  • Introduced a minimalistic 'plot.svpredict' / 'plot.svlpredict'
  • More fine-grained control over the covariance matrix in 'svlsample',
    the default employs an approximate covariance matrix coming from 'svsample'
  • Bugfix in 'predict.svdraws' and minor changes in documentation thereof
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