Package: stochvolTMB
Type: Package
Title: Likelihood Estimation of Stochastic Volatility Models
Version: 0.3.0
Date: 2025-01-29
Authors@R: person("Jens", "Wahl", role = c("aut", "cre"), email = "jens.c.wahl@gmail.com")
Description: Parameter estimation for stochastic volatility models using maximum likelihood. The latent log-volatility is 
    integrated out of the likelihood using the Laplace approximation. The models are fitted via 'TMB' (Template Model
    Builder) (Kristensen, Nielsen, Berg, Skaug, and Bell (2016) <doi:10.18637/jss.v070.i05>). 
License: GPL-3
Depends: R (>= 3.5.0)
Imports: TMB, ggplot2, sn, stats, data.table, MASS
LinkingTo: RcppEigen, TMB
Suggests: testthat (>= 2.1.0), shiny, knitr, rmarkdown, stochvol
URL: https://github.com/JensWahl/stochvolTMB
BugReports: https://github.com/JensWahl/stochvolTMB/issues
RoxygenNote: 7.3.2
Encoding: UTF-8
LazyData: true
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2025-01-31 06:56:05 UTC; jens
Author: Jens Wahl [aut, cre]
Maintainer: Jens Wahl <jens.c.wahl@gmail.com>
Repository: CRAN
Date/Publication: 2025-01-31 09:30:02 UTC
Built: R 4.6.0; x86_64-w64-mingw32; 2025-12-17 04:24:00 UTC; windows
Archs: x64
