ASV

Stochastic Volatility Models with or without Leverage

CRAN Package

The efficient Markov chain Monte Carlo estimation of stochastic volatility models with and without leverage (asymmetric and symmetric stochastic volatility models). Further, it computes the logarithm of the likelihood given parameters using particle filters.


Documentation


Team


Insights

Last 30 days

This package has been downloaded 252 times in the last 30 days. More than a random curiosity, but not quite a blockbuster. Still, it's gaining traction! The following heatmap shows the distribution of downloads per day. Yesterday, it was downloaded 10 times.

Sun
Mon
Tue
Wed
Thu
Fri
Sat
0 downloadsMar 2, 2025
0 downloadsMar 3, 2025
11 downloadsMar 4, 2025
17 downloadsMar 5, 2025
3 downloadsMar 6, 2025
10 downloadsMar 7, 2025
6 downloadsMar 8, 2025
4 downloadsMar 9, 2025
8 downloadsMar 10, 2025
16 downloadsMar 11, 2025
11 downloadsMar 12, 2025
10 downloadsMar 13, 2025
6 downloadsMar 14, 2025
15 downloadsMar 15, 2025
6 downloadsMar 16, 2025
5 downloadsMar 17, 2025
10 downloadsMar 18, 2025
6 downloadsMar 19, 2025
19 downloadsMar 20, 2025
9 downloadsMar 21, 2025
5 downloadsMar 22, 2025
9 downloadsMar 23, 2025
7 downloadsMar 24, 2025
5 downloadsMar 25, 2025
6 downloadsMar 26, 2025
9 downloadsMar 27, 2025
12 downloadsMar 28, 2025
2 downloadsMar 29, 2025
6 downloadsMar 30, 2025
5 downloadsMar 31, 2025
4 downloadsApr 1, 2025
10 downloadsApr 2, 2025
0 downloadsApr 3, 2025
0 downloadsApr 4, 2025
0 downloadsApr 5, 2025
2
19

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Last 365 days

This package has been downloaded 3,413 times in the last 365 days. That's enough downloads to impress a room full of undergrads. A commendable achievement indeed. The day with the most downloads was Jul 21, 2024 with 77 downloads.

The following line graph shows the downloads per day. You can hover over the graph to see the exact number of downloads per day.

Data provided by CRAN


Binaries


Dependencies

  • Imports2 packages
  • Linking To3 packages