factorstochvol

Markov chain Monte Carlo (MCMC) sampler for fully Bayesian estimation of latent factor stochastic volatility models with interweaving doi:10.1080/10618600.2017.1322091. Sparsity can be achieved through the usage of Normal-Gamma priors on the factor loading matrix doi:10.1016/j.jeconom.2018.11.007.

Last 30 days

This package has been downloaded 424 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 13 times.

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 6,253 times in the last 365 days. Impressive! The kind of number that makes colleagues ask, 'How did you do it?' The day with the most downloads was Jul 21, 2024 with 76 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.