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gregorkastner
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stochvol
Partial re-write of the R package stochvol to allow for asymmetry (leverage).
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speed issue
#23
waynelapierre
closed
9 months ago
2
bugfix for sv_inverse_gamma
#22
hdarjus
closed
1 year ago
1
sv_inverse_gamma parameters
#21
alexslavco
closed
1 year ago
2
Documentation of `svsim` outdated
#20
hdarjus
closed
10 months ago
1
Remove rep.int.sv_normal
#19
hdarjus
closed
1 year ago
2
Error in do.call(rbind, x) : second argument must be a list
#18
judasnetwork
closed
1 year ago
1
Export further cpp functions
#17
hdarjus
closed
1 year ago
2
`print.svsim` does not print latent volatilities
#16
hdarjus
closed
1 year ago
1
Update vignette jss
#15
hdarjus
closed
2 years ago
1
high-frequency data
#14
waynelapierre
closed
2 years ago
1
Logo in Github Pages and in the default README
#13
hdarjus
closed
3 years ago
2
Remove `$` access from examples
#12
hdarjus
closed
3 years ago
1
No progress bar on Windows
#11
hdarjus
closed
3 years ago
2
Add extractor examples
#10
hdarjus
closed
1 year ago
1
object returned from C++ bad dimensions
#9
hdarjus
closed
3 years ago
1
svsample_fast_cpp default value bug
#8
hdarjus
closed
3 years ago
0
summary.svdraws_roll empty
#7
gregorkastner
closed
3 years ago
3
Calculate DIC
#6
hdarjus
closed
10 months ago
0
Enable multiple chains
#5
hdarjus
closed
3 years ago
0
R CMD check --as-cran / TODO before next submission
#4
gregorkastner
closed
3 years ago
1
added paratraceplot generic (and paratraceplot.svdraws method)
#3
gregorkastner
closed
5 years ago
0
replace arma objects in the c++ api
#2
hdarjus
closed
5 years ago
4
handle arma errors
#1
hdarjus
closed
3 years ago
1