svsample_fast_cpp default value bug

gregorkastner / stochvol

Partial re-write of the R package stochvol to allow for asymmetry (leverage).

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Closed hdarjus closed 4 years ago

hdarjus commented 4 years ago

set.seed(1)
svsample_fast_cpp(rnorm(100))

buggy because the default for designmatrix should be matrix(NA) instead of NA.