gregorkastner / stochvol

Partial re-write of the R package stochvol to allow for asymmetry (leverage).
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object returned from C++ bad dimensions #9

Closed hdarjus closed 3 years ago

hdarjus commented 3 years ago
set.seed(1)
res <- svsample_fast_cpp(rnorm(100),
  designmatrix = matrix(NA))

Here, res$latent has dimenstions 2x100 because of this line in C++

const int latent_draws = draws / thinlatent + 1;

And the same for para and beta and latent0.

hdarjus commented 3 years ago

d19585abf1 is a fix