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Releases: gregorkastner/stochvol

stochvol 2.1.0

17 Jul 13:56
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stochvol 2.1.0 Pre-release
Pre-release
v2.1.0

faster svlsample; mala; exponential prior on nu

CRAN stochvol 2.0.4

26 Jun 06:44
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stochvol 2.0.4 as on CRAN

CRAN stochvol 2.0.2

27 Mar 19:43
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v2.0.2

bugfix: functions work with 'xts' and 'array' inputs as well

CRAN stochvol 2.0.1

26 Feb 18:22
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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

CRAN stochvol 2.0.0

05 Feb 11:45
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v2.0.0

updated DESCRIPTION