Releases: gregorkastner/stochvol
Releases · gregorkastner/stochvol
stochvol 2.1.0
v2.1.0 faster svlsample; mala; exponential prior on nu
CRAN stochvol 2.0.4
stochvol 2.0.4 as on CRAN
CRAN stochvol 2.0.2
v2.0.2 bugfix: functions work with 'xts' and 'array' inputs as well
CRAN stochvol 2.0.1
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
v2.0.0 updated DESCRIPTION