Package stochvol updated to version 3.2.9 with previous version 3.2.8 dated 2025-10-13

Sat, 07 Mar 2026 01:02:00 CDT

Title: Efficient Bayesian Inference for Stochastic Volatility (SV) Models
Description: Efficient algorithms for fully Bayesian estimation of stochastic volatility (SV) models with and without asymmetry (leverage) via Markov chain Monte Carlo (MCMC) methods. Methodological details are given in Kastner and Frühwirth-Schnatter (2014) <doi:10.1016/j.csda.2013.01.002> and Hosszejni and Kastner (2019) <doi:10.1007/978-3-030-30611-3_8>; the most common use cases are described in Hosszejni and Kastner (2021) <doi:10.18637/jss.v100.i12> and Kastner (2016) <doi:10.18637/jss.v069.i05> and the package examples.
Author: Darjus Hosszejni [aut, cre] , Gregor Kastner [aut]
Maintainer: Darjus Hosszejni <darjus.hosszejni@icloud.com>

Diff between stochvol versions 3.2.8 dated 2025-10-13 and 3.2.9 dated 2026-03-07

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 25 files changed, 93 insertions(+), 90 deletions(-)

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