Other packages > Find by keyword >

geovol  

Geopolitical Volatility (GEOVOL) Modelling
View on CRAN: Click here


Download and install geovol package within the R console
Install from CRAN:
install.packages("geovol")

Install from Github:
library("remotes")
install_github("cran/geovol")

Install by package version:
library("remotes")
install_version("geovol", "1.1")



Attach the package and use:
library("geovol")
Maintained by
Susana Campos-Martins
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2021-07-09
Latest Update: 2025-05-07
Description:
Simulation, estimation and inference for the geopolitical volatility (GEOVOL) model of Engle and Campos-Martins (2020) , where GEOVOL is modelled as a latent multiplicative volatility factor with heterogeneous factor loadings. Estimation is carried out as a maximization-maximization procedure, where GEOVOL and the GEOVOL loadings are estimated iteratively until convergence.
How to cite:
Susana Campos-Martins (2021). geovol: Geopolitical Volatility (GEOVOL) Modelling. R package version 1.1, https://cran.r-project.org/web/packages/geovol. Accessed 09 Oct. 2026.
Previous versions and publish date:
(2026-07-09 07:42), 1.0 (2021-07-09 10:30)
Other packages that cited geovol R package
View geovol citation profile
Other R packages that geovol depends, imports, suggests or enhances
Complete documentation for geovol
Functions, R codes and Examples using the geovol R package
Some associated functions: coef.geovol . geovol-package . geovol . geovolObj . geovolSim . geovolTest . 
Some associated R codes: coef.geovol.R . fitted.geovol.R . geovol.R . geovolObj.R . geovolSim.R . geovolTest.R . logLik.geovol.R . nobs.geovol.R . print.geovol.R . residuals.geovol.R .  Full geovol package functions and examples
Downloads during the last 30 days

Today's Hot Picks in Authors and Packages

TRMF  
Temporally Regularized Matrix Factorization
Functions to estimate temporally regularized matrix factorizations (TRMF) for forecasting and imputi ...
Download / Learn more Package Citations See dependency  
binovisualfields  
Depth-Dependent Binocular Visual Fields Simulation
Simulation and visualization depth-dependent integrated visual fields. Visual fields are measured mo ...
Download / Learn more Package Citations See dependency  
nextGenShinyApps  
Craft Exceptional 'R Shiny' Applications and Dashboards with Novel Responsive Tools
Nove responsive tools for designing and developing 'Shiny' dashboards and applications. The scripts ...
Download / Learn more Package Citations See dependency  
baffle  
Make Waffle Plots with Base Graphics
Waffle plots are rectangular pie charts that represent a quantity or abundances using colored squar ...
Download / Learn more Package Citations See dependency  
githubinstall  
A Helpful Way to Install R Packages Hosted on GitHub
Provides an helpful way to install packages hosted on GitHub. ...
Download / Learn more Package Citations See dependency  
separationplot  
Separation Plots
Visual representations of model fit or predictive success in the form of "separation plots." See Gr ...
Download / Learn more Package Citations See dependency  

28,989

R Packages

247,686

Dependencies

76,495

Author Associations

28,990

Publication Badges

© Copyright since 2022. All right reserved, rpkg.net.  Based in Cambridge, Massachusetts, USA