factorstochvol

R 패키지 메타데이터와 수집 신호를 모아 봅니다.

Packages / CRAN / factorstochvol

factorstochvol

v1.1.2

factorstoc...

Repository CRANLicense GPL (>= 2)Lifecycle activeNeeds compilation yes

Package page Reference Source DOI NEWS

DOI

10.32614/CRAN.package.factorstochvol

Task views

Bayesian Inference, Empirical Finance, Time Series Analysis

Reverse imports

Core Signals

첫 화면에서 판단해야 할 수집 신호를 먼저 배치합니다.

Task views

Bayesian Inference, Empirical Finance, Time Series Analysis

Reverse imports

Supported Backends

DESCRIPTION에서 감지한 backend 관련 package입니다.

backend package 신호가 없습니다.

Quick Facts

기본 메타데이터를 작은 카드와 토큰으로 압축합니다.

profile

Repository

CRAN

Version

1.1.2

License

GPL (>= 2)

Lifecycle

active

Needs compilation

yes

Reverse imports

Last observed

2026-05-30

CRAN: cran.r-project.org/package=factorstochvol

Build fields

LinkingTo

RcppRcppArmadillo (>= 0.9.900)stochvol

수집 소스별 패키지 정보

1개 소스

CRAN

1.1.2

2026-05-30

License

GPL (>= 2)

Depends

R (>= 3.0.2)

Imports

GIGrvg (>= 0.4), Rcpp (>= 1.0.0), corrplot, methods, grDevices, graphics, stats, utils, stochvol (>= 3.0.2)

Suggests

LSD (>= 4.0-0), coda (>= 0.19-2), knitr, RColorBrewer, testthat (>= 2.1.0), zoo

LinkingTo

Rcpp, RcppArmadillo (>= 0.9.900), stochvol

Needs compilation

yes

Reverse imports

Lifecycle

active

Last observed

2026-05-30 10:45:11

이 패키지가 의존하는 패키지

5개 표시전체 18개

Package	Type	Spec
corrplot CRAN · 1.1.2 · 2026-05-30	Imports	corrplot
GIGrvg CRAN · 1.1.2 · 2026-05-30	Imports	GIGrvg (>= 0.4)
graphics CRAN · 1.1.2 · 2026-05-30	Imports	graphics
grDevices CRAN · 1.1.2 · 2026-05-30	Imports	grDevices
methods CRAN · 1.1.2 · 2026-05-30	Imports	methods
Rcpp CRAN · 1.1.2 · 2026-05-30	Imports	Rcpp (>= 1.0.0)
stats CRAN · 1.1.2 · 2026-05-30	Imports	stats
stochvol CRAN · 1.1.2 · 2026-05-30	Imports	stochvol (>= 3.0.2)
utils CRAN · 1.1.2 · 2026-05-30	Imports	utils
Rcpp CRAN · 1.1.2 · 2026-05-30	LinkingTo	Rcpp
RcppArmadillo CRAN · 1.1.2 · 2026-05-30	LinkingTo	RcppArmadillo (>= 0.9.900)
stochvol CRAN · 1.1.2 · 2026-05-30	LinkingTo	stochvol
coda CRAN · 1.1.2 · 2026-05-30	Suggests	coda (>= 0.19-2)
knitr CRAN · 1.1.2 · 2026-05-30	Suggests	knitr
LSD CRAN · 1.1.2 · 2026-05-30	Suggests	LSD (>= 4.0-0)
RColorBrewer CRAN · 1.1.2 · 2026-05-30	Suggests	RColorBrewer
testthat CRAN · 1.1.2 · 2026-05-30	Suggests	testthat (>= 2.1.0)
zoo CRAN · 1.1.2 · 2026-05-30	Suggests	zoo
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1 / 4

이 패키지를 쓰는 패키지

2개 표시전체 2개

Package	Type	Spec
bayesianVARs 0.1.8 CRAN · 2026-05-30	Imports	factorstochvol (>= 1.1.0)
bayesianVARs 0.1.8 CRAN · 2026-05-30	LinkingTo	factorstochvol
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1 / 1

Reverse dependency summary

2 types

Type	Packages
Imports	1
LinkingTo	1

패키지 페이지

Reverse imports

All links

Repository: CRAN
Version: 1.1.2
Collected: 2026-05-24 06:24:57
Package page: https://cran.r-project.org/web/packages/factorstochvol/index.html
DOI: 10.32614/CRAN.package.factorstochvol
Citation: https://cran.r-project.org/web/packages/factorstochvol/citation.html
CRAN checks: https://cran.r-project.org/web/checks/check_results_factorstochvol.html
NEWS: https://cran.r-project.org/web/packages/factorstochvol/NEWS
Reference HTML: https://cran.r-project.org/web/packages/factorstochvol/refman/factorstochvol.html
Reference PDF: https://cran.r-project.org/web/packages/factorstochvol/factorstochvol.pdf
Source package: https://cran.r-project.org/src/contrib/factorstochvol_1.1.2.tar.gz
Archive: https://CRAN.R-project.org/src/contrib/Archive/factorstochvol

In views

BayesianFinanceTimeSeries

Page fields

Author: Gregor Kastner [aut, cre], Darjus Hosszejni [ctb], Luis Gruber [ctb]
BugReports: https://github.com/gregorkastner/factorstochvol/issues
CRAN Checks: factorstochvol results
Citation: factorstochvol citation info
DOI: 10.32614/CRAN.package.factorstochvol
In Views: Bayesian , Finance , TimeSeries
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
LinkingTo: Rcpp , RcppArmadillo (≥ 0.9.900), stochvol
Maintainer: Gregor Kastner <gregor.kastner at aau.at>
Materials: NEWS
NeedsCompilation: yes
Old Sources: factorstochvol archive
Package Source: factorstochvol_1.1.2.tar.gz
Published: 2026-03-30
Reference Manual: factorstochvol.html , factorstochvol.pdf
Reverse Imports: bayesianVARs
Reverse Linking To: bayesianVARs
Version: 1.1.2
Vignettes: Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol ( source )
Windows Binaries: r-devel: factorstochvol_1.1.2.zip , r-release: factorstochvol_1.1.2.zip , r-oldrel: factorstochvol_1.1.2.zip
MacOS Binaries: r-release (arm64): factorstochvol_1.1.2.tgz , r-oldrel (arm64): factorstochvol_1.1.2.tgz , r-release (x86_64): factorstochvol_1.1.2.tgz , r-oldrel (x86_64): factorstochvol_1.1.2.tgz

Version

1.1.2

LinkingTo

Rcpp , RcppArmadillo (≥ 0.9.900), stochvol

Rcpp RcppArmadillo stochvol

Published

2026-03-30

DOI

10.32614/CRAN.package.factorstochvol

Author

Gregor Kastner [aut, cre], Darjus Hosszejni [ctb], Luis Gruber [ctb]

https://orcid.org/0000-0002-8237-8271 https://orcid.org/0000-0002-3803-691X https://orcid.org/0000-0002-2399-738X

Maintainer

Gregor Kastner <gregor.kastner at aau.at>

BugReports

https://github.com/gregorkastner/factorstochvol/issues

License

GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]

GPL-2 GPL-3

NeedsCompilation

yes

Citation

factorstochvol citation info

Materials

NEWS

In Views

Bayesian , Finance , TimeSeries

Bayesian Finance TimeSeries

CRAN Checks

factorstochvol results

Reference Manual

factorstochvol.html , factorstochvol.pdf

factorstochvol.html factorstochvol.pdf

Vignettes

Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol ( source )

Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol an...source

Package Source

factorstochvol_1.1.2.tar.gz

Windows Binaries

r-devel: factorstochvol_1.1.2.zip , r-release: factorstochvol_1.1.2.zip , r-oldrel: factorstochvol_1.1.2.zip

factorstochvol_1.1.2.zip factorstochvol_1.1.2.zip factorstochvol_1.1.2.zip

MacOS Binaries

r-release (arm64): factorstochvol_1.1.2.tgz , r-oldrel (arm64): factorstochvol_1.1.2.tgz , r-release (x86_64): factorstochvol_1.1.2.tgz , r-oldrel (x86_64): factorstochvol_1.1.2.tgz

factorstochvol_1.1.2.tgz factorstochvol_1.1.2.tgz factorstochvol_1.1.2.tgz factorstochvol_1.1.2.tgz

Old Sources

factorstochvol archive

Reverse Imports

bayesianVARs

Reverse Linking To

bayesianVARs

Page sections 4

Documentation

Heading

Documentation

Links

[{"label":"factorstochvol.html","section":"","type":"","url":"https://cran.r-project.org/web/packages/factorstochvol/refman/factorstochvol.html"},{"label":"factorstochvol.pdf","section":"","type":"","url":"https://cran.r-project.org/web/packages/factorstochvol/factorstochvol.pdf"},{"label":"Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol","section":"","type":"","url":"https://cran.r-project.org/web/packages/factorstochvol/vignettes/paper.pdf"},{"label":"source","section":"","type":"","url":"https://cran.r-project.org/web/packages/factorstochvol/vignettes/paper.Rtex"}]

Text

Reference manual: factorstochvol.html , factorstochvol.pdf Vignettes: Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol ( source )

Downloads

Heading

Downloads

Links

[{"label":"factorstochvol_1.1.2.tar.gz","section":"","type":"","url":"https://cran.r-project.org/src/contrib/factorstochvol_1.1.2.tar.gz"},{"label":"factorstochvol_1.1.2.zip","section":"","type":"","url":"https://cran.r-project.org/bin/windows/contrib/4.7/factorstochvol_1.1.2.zip"},{"label":"factorstochvol_1.1.2.zip","section":"","type":"","url":"https://cran.r-project.org/bin/windows/contrib/4.6/factorstochvol_1.1.2.zip"},{"label":"factorstochvol_1.1.2.zip","section":"","type":"","url":"https://cran.r-project.org/bin/windows/contrib/4.5/factorstochvol_1.1.2.zip"},{"label":"factorstochvol_1.1.2.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/sonoma-arm64/contrib/4.6/factorstochvol_1.1.2.tgz"},{"label":"factorstochvol_1.1.2.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/big-sur-arm64/contrib/4.5/factorstochvol_1.1.2.tgz"},{"label":"factorstochvol_1.1.2.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/big-sur-x86_64/contrib/4.6/factorstochvol_1.1.2.tgz"},{"label":"factorstochvol_1.1.2.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/big-sur-x86_64/contrib/4.5/factorstochvol_1.1.2.tgz"},{"label":"factorstochvol archive","section":"","type":"","url":"https://CRAN.R-project.org/src/contrib/Archive/factorstochvol"}]

Text

Package source: factorstochvol_1.1.2.tar.gz Windows binaries: r-devel: factorstochvol_1.1.2.zip , r-release: factorstochvol_1.1.2.zip , r-oldrel: factorstochvol_1.1.2.zip macOS binaries: r-release (arm64): factorstochvol_1.1.2.tgz , r-oldrel (arm64): factorstochvol_1.1.2.tgz , r-release (x86_64): factorstochvol_1.1.2.tgz , r-oldrel (x86_64): factorstochvol_1.1.2.tgz Old sources: factorstochvol archive

Reverse dependencies

Heading

Reverse dependencies

Links

[{"label":"bayesianVARs","section":"","type":"","url":"https://cran.r-project.org/web/packages/bayesianVARs/index.html"},{"label":"bayesianVARs","section":"","type":"","url":"https://cran.r-project.org/web/packages/bayesianVARs/index.html"}]

Text

Reverse imports: bayesianVARs Reverse linking to: bayesianVARs

Linking

Heading

Linking

Links

[{"label":"https://CRAN.R-project.org/package=factorstochvol","section":"","type":"","url":"https://CRAN.R-project.org/package=factorstochvol"}]

Text

Please use the canonical form https://CRAN.R-project.org/package=factorstochvol to link to this page.

Materials 1

NEWS

Documentation 4

factorstochvol.html factorstochvol.pdf Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol source

Vignettes 2

Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol source

Downloads 9

factorstochvol_1.1.2.tar.gz factorstochvol_1.1.2.zip factorstochvol_1.1.2.zip factorstochvol_1.1.2.zip factorstochvol_1.1.2.tgz factorstochvol_1.1.2.tgz factorstochvol_1.1.2.tgz factorstochvol_1.1.2.tgz factorstochvol archive

All page links 44

버전 이력

Repository	Version	Published	First seen	Last seen	Docs
CRAN	1.1.2		2026-05-29	2026-05-30

보안

표시할 OSV 데이터가 없습니다.

문헌 신호

표시할 OpenAlex 데이터가 없습니다.

CRAN Task Views

Bayesian Inference · 2026-05-30 Empirical Finance · 2026-05-30 Time Series Analysis · 2026-05-30