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stochvolTMB - MaRDI portal

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stochvolTMB (Q1354405)

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Likelihood Estimation of Stochastic Volatility Models
Language Label Description Also known as
English
stochvolTMB
Likelihood Estimation of Stochastic Volatility Models

    Statements

    instance of
    R package
    0 references
    last update
    13 August 2021
    0 references
    software version identifier
    0.2.0
    publication date
    13 August 2021
    0 references
    imports
    ggplot2
    0 references
    stats
    0 references
    MASS
    0 references
    TMB
    0 references
    sn
    0 references
    data.table
    0 references
    programmed in
    R
    0 references
    depends on software
    R
    0 references

    Identifiers

    swMATH work ID
    40909
    0 references
    CRAN project
    stochvolTMB
    0 references
     
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