Last data update: 2014.03.03
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stochvol
Encoding: UTF-8
Package: stochvol
Type: Package
Title: Efficient Bayesian Inference for Stochastic Volatility (SV)
Models
Version: 1.2.3
Authors@R: person("Gregor", "Kastner", role = c("aut", "cre"), email = "gregor.kastner@wu.ac.at")
Maintainer: Gregor Kastner <gregor.kastner@wu.ac.at>
Description: Efficient algorithms for fully Bayesian estimation of stochastic volatility (SV) models via Markov chain Monte Carlo (MCMC) methods.
License: GPL (>= 2)
Depends: R (>= 3.0.2), coda
Imports: Rcpp (>= 0.11), methods, stats, graphics, utils
Suggests: mvtnorm
LinkingTo: Rcpp, RcppArmadillo (>= 0.4)
NeedsCompilation: yes
Packaged: 2016-02-18 06:46:57 UTC; dejot
Author: Gregor Kastner [aut, cre]
Repository: CRAN
Date/Publication: 2016-02-18 08:56:13
Install log
* installing to library '/home/ddbj/local/lib64/R/library'
* installing *source* package 'stochvol' ...
** package 'stochvol' successfully unpacked and MD5 sums checked
** libs
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG -I../inst/include -I/usr/local/include -I"/home/ddbj/local/lib64/R/library/Rcpp/include" -I"/home/ddbj/local/lib64/R/library/RcppArmadillo/include" -fpic -g -O2 -c auxmix.cpp -o auxmix.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG -I../inst/include -I/usr/local/include -I"/home/ddbj/local/lib64/R/library/Rcpp/include" -I"/home/ddbj/local/lib64/R/library/RcppArmadillo/include" -fpic -g -O2 -c progutils.cpp -o progutils.o
g++ -I/home/ddbj/local/lib64/R/include -DNDEBUG -I../inst/include -I/usr/local/include -I"/home/ddbj/local/lib64/R/library/Rcpp/include" -I"/home/ddbj/local/lib64/R/library/RcppArmadillo/include" -fpic -g -O2 -c sampler.cpp -o sampler.o
g++ -shared -L/home/ddbj/local/lib64/R/lib -L/usr/local/lib64 -o stochvol.so auxmix.o progutils.o sampler.o -L/home/ddbj/local/lib64/R/lib -lRlapack -L/home/ddbj/local/lib64/R/lib -lRblas -lgfortran -lm -lquadmath -L/home/ddbj/local/lib64/R/lib -lR
installing to /home/ddbj/local/lib64/R/library/stochvol/libs
** R
** data
** inst
** preparing package for lazy loading
** help
*** installing help indices
converting help for package 'stochvol'
finding HTML links ... done
arpredict html
exrates html
extractors html
logret html
paradensplot html
paratraceplot html
plot.svdraws html
predict.svdraws html
stochvol-package html
svsample html
finding level-2 HTML links ... done
svsample2 html
svsim html
updatesummary html
volplot html
** building package indices
** installing vignettes
** testing if installed package can be loaded
* DONE (stochvol)
Making 'packages.html' ... done
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