Package: stochvol
Type: Package
Title: Efficient Bayesian Inference for Stochastic Volatility (SV)
        Models
Version: 0.5-1
Date: 2013-01-27
Authors@R: person("Gregor", "Kastner", role = c("aut", "cre"), email =
        "gregor.kastner@wu.ac.at")
Author: Gregor Kastner
Maintainer: Gregor Kastner <gregor.kastner@wu.ac.at>
Description: This package provides efficient algorithms for fully
        Bayesian estimation of stochastic volatility (SV) models via
        Markov chain Monte Carlo (MCMC) methods.
License: GPL (>= 2)
Depends: R (>= 2.14), Rcpp (>= 0.9.10), coda
LinkingTo: Rcpp
Packaged: 2013-01-27 21:23:01 UTC; dejot
Repository: CRAN
Date/Publication: 2013-01-28 15:46:03
