stochvol

This is the development repository of the R package stochvol.

Install CRAN Version

The code chunk below should work. Type into your R session:

install.packages("stochvol")

For more information, please visit the CRAN page of the package.

Install Latest Stable Version

Type into your R session:

if (!require("remotes")) {
  install.packages("remotes")
}
remotes::install_github("https://github.com/gregorkastner/stochvol")

Install Latest Development Version

Type into your R session:

if (!require("remotes")) {
  install.packages("remotes")
}
remotes::install_github(
  repo = "https://github.com/gregorkastner/stochvol",
  ref = "dev")

Usage

The best introduction is the combination of our vignettes:

• Dealing with Stochastic Volatility in Time Series Using the R Package stochvol
• Heavy-Tailed Innovations in the R Package stochvol.

For more information, please visit the CRAN page of the package.