Package: stochvolTMB
Type: Package
Title: Likelihood Estimation of Stochastic Volatility Models
Version: 0.2.0
Date: 2021-08-09
Author: Jens Christian Wahl <jens.c.wahl@gmail.com>
Maintainer: Jens Christian Wahl <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: 7.1.1
Encoding: UTF-8
LazyData: true
VignetteBuilder: knitr
NeedsCompilation: yes
Packaged: 2021-08-13 11:10:28 UTC; jcw
Repository: CRAN
Date/Publication: 2021-08-13 11:30:02 UTC
Built: R 4.0.5; x86_64-w64-mingw32; 2022-04-18 04:44:06 UTC; windows
Archs: i386, x64
