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gregorkastner / stochvol

Partial re-write of the R package stochvol to allow for asymmetry (leverage).
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handle arma errors #1

Closed hdarjus closed 3 years ago

hdarjus commented 5 years ago

arma throws errors e.g. in chol()

hdarjus commented 3 years ago

Done, we're using the non-throwing variants of those functions