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 07 Aug. 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

enrichwith  
Methods to Enrich R Objects with Extra Components
Provides the "enrich" method to enrich list-like R objects with new, relevant components. The curren ...
Download / Learn more Package Citations See dependency  
BayesESS  
Determining Effective Sample Size
Determines effective sample size of a parametric prior distribution in Bayesian models. For a web-b ...
Download / Learn more Package Citations See dependency  
modelwordcloud  
Model Word Clouds
Makes a word cloud of text, sized by the frequency of the word, and colored either by user-specified ...
Download / Learn more Package Citations See dependency  
r2resize  
In-Text Resize for Images, Tables and Fancy Resize Containers in 'shiny', 'rmarkdown' and 'quarto' Documents
Automatic resizing toolbar for containers, images and tables. Various resizable or expandable contai ...
Download / Learn more Package Citations See dependency  
bbricks  
Bayesian Methods and Graphical Model Structures for Statistical Modeling
A set of frequently used Bayesian parametric and nonparametric model structures, as well as a set of ...
Download / Learn more Package Citations See dependency  

28,083

R Packages

239,283

Dependencies

74,457

Author Associations

28,084

Publication Badges

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