R package citation, R package reverse dependencies, R package scholars, install an r package from GitHub hy is package acceptance pending why is package undeliverable amazon why is package on hold dhl tour packages why in r package r and r package full form why is r free why r is bad which r package to install which r package has which r package which r package version which r package readxl which r package ggplot which r package fread which r package license where is package.json where is package-lock.json where is package.swift where is package explorer in eclipse where is package where is package manager unity where is package installer android where is package manager console in visual studio who r package which r package to install which r package version who is package who is package deal who is package design r and r package full form r and r package meaning what r package has what package r what is package in java what is package what is package-lock.json what is package in python what is package.json what is package installer do r package can't install r packages r can't find package r can't load package can't load xlsx package r can't install psych package r can't install sf package r Write if else in NONMEM pk pd
invgamstochvol
View on CRAN: Click
here
Download and install invgamstochvol package within the R console
Install from CRAN:
install.packages("invgamstochvol")
Install from Github:
library("remotes")
install_github("cran/invgamstochvol") Install by package version:
library("remotes")
install_version("invgamstochvol", "1.0.0") Attach the package and use:
library("invgamstochvol")
Maintained by
Blessings Majoni
[Scholar Profile | Author Map]
[Scholar Profile | Author Map]
All associated links for this package
First Published: 2023-08-10
Latest Update: 2023-08-18
Description:
Computes the log likelihood for an inverse gamma stochastic volatility model using a closed form expression of the likelihood. The details of the computation of this closed form expression are given in Gonzalez and Majoni (2023) .
The closed form expression is obtained for a stationary inverse gamma stochastic volatility model by marginalising out the volatility. This allows the user to obtain the maximum likelihood estimator for this non linear non Gaussian state space model. In addition, the user can obtain the estimates of the smoothed volatility using the exact smoothing distributions.
How to cite:
Blessings Majoni (2023). invgamstochvol: Obtains the Log Likelihood for an Inverse Gamma Stochastic Volatility Model. R package version 1.0.0, https://cran.r-project.org/web/packages/invgamstochvol. Accessed 08 Jul. 2026.
Previous versions and publish date:
0.1.0 (2023-08-10 11:00)
Other packages that cited invgamstochvol R package
View invgamstochvol citation profile
Other R packages that invgamstochvol depends,
imports, suggests or enhances
Complete documentation for invgamstochvol
Functions, R codes and Examples using
the invgamstochvol R package
Some associated functions: DrawK0 . US_Inf_Data . extra . lik_clo . ourgeo .
Some associated R codes: RcppExports.R . data.R . Full invgamstochvol package functions and examples
Downloads during the last 30 days
Today's Hot Picks in Authors and Packages
MatchIt
Selects matched samples of the original treated and
control groups with similar covariate distribut ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Noah Greifer (view profile)
rde
Allows caching of raw data directly in R code. This allows R
scripts and R Notebooks to be shared a ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Stefan Kloppenborg (view profile)
plantecophys
Coupled leaf gas exchange model, A-Ci curve simulation and
fitting, Ball-Berry stomatal conductance ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Remko Duursma (view profile)
wordcloud2
A fast visualization tool for creating wordcloud by using 'wordcloud2.js'. 'wordcloud2.js' is a Java ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Dawei Lang (view profile)
RegressionFactory
The expander functions rely on the mathematics developed for the Hessian-definiteness invariance the ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Alireza S. Mahani (view profile)
BcDiag
Diagnostic tools based on two-way
anova and median-polish residual plots for Bicluster output
obta ...
Download / Learn more Package Citations See dependency
Download / Learn more Package Citations See dependency
Maintainer: Ewoud De Troyer (view profile)
27,797
R Packages
236,180
Dependencies
73,674
Author Associations
27,738
Publication Badges
