stochvol

R 패키지 메타데이터와 수집 신호를 모아 봅니다.

Packages / CRAN / stochvol

stochvol

v3.2.9

stochvol

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

Package page Reference Source DOI NEWS

DOI

10.32614/CRAN.package.stochvol

Task views

Bayesian Inference, Empirical Finance, Time Series Analysis

Reverse imports

316

Core Signals

첫 화면에서 판단해야 할 수집 신호를 먼저 배치합니다.

Task views

Bayesian Inference, Empirical Finance, Time Series Analysis

Reverse imports

316

Supported Backends

DESCRIPTION에서 감지한 backend 관련 package입니다.

backend package 신호가 없습니다.

Quick Facts

기본 메타데이터를 작은 카드와 토큰으로 압축합니다.

profile

Repository

CRAN

Version

3.2.9

License

GPL (>= 2)

Lifecycle

active

Needs compilation

yes

Reverse imports

316

Last observed

2026-05-30

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

Build fields

LinkingTo

RcppRcppArmadillo (>= 0.9.900)

수집 소스별 패키지 정보

1개 소스

CRAN

3.2.9

2026-05-30

License

GPL (>= 2)

Depends

R (>= 3.5)

Imports

Rcpp (>= 1.0), coda (>= 0.19), graphics, stats, utils, grDevices

Suggests

testthat (>= 3.0.0), mvtnorm, knitr

LinkingTo

Rcpp, RcppArmadillo (>= 0.9.900)

Needs compilation

yes

Reverse imports

316

Lifecycle

active

Last observed

2026-05-30 10:45:11

이 패키지가 의존하는 패키지

5개 표시전체 11개

Package	Type	Spec
coda CRAN · 3.2.9 · 2026-05-30	Imports	coda (>= 0.19)
graphics CRAN · 3.2.9 · 2026-05-30	Imports	graphics
grDevices CRAN · 3.2.9 · 2026-05-30	Imports	grDevices
Rcpp CRAN · 3.2.9 · 2026-05-30	Imports	Rcpp (>= 1.0)
stats CRAN · 3.2.9 · 2026-05-30	Imports	stats
utils CRAN · 3.2.9 · 2026-05-30	Imports	utils
Rcpp CRAN · 3.2.9 · 2026-05-30	LinkingTo	Rcpp
RcppArmadillo CRAN · 3.2.9 · 2026-05-30	LinkingTo	RcppArmadillo (>= 0.9.900)
knitr CRAN · 3.2.9 · 2026-05-30	Suggests	knitr
mvtnorm CRAN · 3.2.9 · 2026-05-30	Suggests	mvtnorm
testthat CRAN · 3.2.9 · 2026-05-30	Suggests	testthat (>= 3.0.0)
검색 결과가 없습니다.

1 / 3

이 패키지를 쓰는 패키지

5개 표시전체 18개

Package	Type	Spec
bayesianVARs 0.1.8 CRAN · 2026-05-30	Imports	stochvol (>= 3.0.3)
BGVAR 2.5.9 CRAN · 2026-05-30	Imports	stochvol (>= 3.0.3)
bsvars 3.2 CRAN · 2026-05-30	Imports	stochvol
dsp 1.4.0 CRAN · 2026-05-30	Imports	stochvol
factorstochvol 1.1.2 CRAN · 2026-05-30	Imports	stochvol (>= 3.0.2)
shrinkDSM 1.0.2 CRAN · 2026-05-30	Imports	stochvol (>= 3.0.3)
shrinkTVP 3.1.1 CRAN · 2026-05-30	Imports	stochvol (>= 3.0.3)
shrinkTVPVAR 1.0.1 CRAN · 2026-05-30	Imports	stochvol
bayesianVARs 0.1.8 CRAN · 2026-05-30	LinkingTo	stochvol
BGVAR 2.5.9 CRAN · 2026-05-30	LinkingTo	stochvol
factorstochvol 1.1.2 CRAN · 2026-05-30	LinkingTo	stochvol
shrinkDSM 1.0.2 CRAN · 2026-05-30	LinkingTo	stochvol
shrinkTVP 3.1.1 CRAN · 2026-05-30	LinkingTo	stochvol
shrinkTVPVAR 1.0.1 CRAN · 2026-05-30	LinkingTo	stochvol
bsreg 0.0.2 CRAN · 2026-05-30	Suggests	stochvol
stochvolTMB 0.3.0 CRAN · 2026-05-30	Suggests	stochvol
tensorBSS 0.3.9 CRAN · 2026-05-30	Suggests	stochvol
tsBSS 1.0.1 CRAN · 2026-05-30	Suggests	stochvol
검색 결과가 없습니다.

1 / 4

Reverse dependency summary

3 types

Type	Packages
Imports	8
LinkingTo	6
Suggests	4

패키지 페이지

Reverse imports

Reverse suggests

All links

Repository: CRAN
Version: 3.2.9
Collected: 2026-05-19 00:30:58
Package page: https://cran.r-project.org/web/packages/stochvol/index.html
DOI: 10.32614/CRAN.package.stochvol
Citation: https://cran.r-project.org/web/packages/stochvol/citation.html
CRAN checks: https://cran.r-project.org/web/checks/check_results_stochvol.html
NEWS: https://cran.r-project.org/web/packages/stochvol/news/news.html
Reference HTML: https://cran.r-project.org/web/packages/stochvol/refman/stochvol.html
Reference PDF: https://cran.r-project.org/web/packages/stochvol/stochvol.pdf
Source package: https://cran.r-project.org/src/contrib/stochvol_3.2.9.tar.gz
Archive: https://CRAN.R-project.org/src/contrib/Archive/stochvol

In views

BayesianFinanceTimeSeries

Page fields

Author: Darjus Hosszejni [aut, cre], Gregor Kastner [aut]
BugReports: https://github.com/gregorkastner/stochvol/issues
CRAN Checks: stochvol results
Citation: stochvol citation info
DOI: 10.32614/CRAN.package.stochvol
In Views: Bayesian , Finance , TimeSeries
License: GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
LinkingTo: Rcpp , RcppArmadillo (≥ 0.9.900)
Maintainer: Darjus Hosszejni <darjus.hosszejni at icloud.com>
Materials: NEWS
NeedsCompilation: yes
Old Sources: stochvol archive
Package Source: stochvol_3.2.9.tar.gz
Published: 2026-03-07
Reference Manual: stochvol.html , stochvol.pdf
Reverse Imports: bayesianVARs , BGVAR , bsvars , dsp , factorstochvol , shrinkDSM , shrinkTVP , shrinkTVPVAR
Reverse Linking To: bayesianVARs , BGVAR , factorstochvol , shrinkDSM , shrinkTVP , shrinkTVPVAR
Reverse Suggests: bsreg , stochvolTMB , tensorBSS , tsBSS
URL: https://gregorkastner.github.io/stochvol/
Version: 3.2.9
Vignettes: Dealing with Stochastic Volatility in Time Series Using the R Package stochvol ( source , R code ) Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol ( source , R code )
Windows Binaries: r-devel: stochvol_3.2.9.zip , r-release: stochvol_3.2.9.zip , r-oldrel: stochvol_3.2.9.zip
MacOS Binaries: r-release (arm64): stochvol_3.2.9.tgz , r-oldrel (arm64): stochvol_3.2.9.tgz , r-release (x86_64): stochvol_3.2.9.tgz , r-oldrel (x86_64): stochvol_3.2.9.tgz

Version

3.2.9

LinkingTo

Rcpp , RcppArmadillo (≥ 0.9.900)

Rcpp RcppArmadillo

Published

2026-03-07

DOI

10.32614/CRAN.package.stochvol

Author

Darjus Hosszejni [aut, cre], Gregor Kastner [aut]

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

Maintainer

Darjus Hosszejni <darjus.hosszejni at icloud.com>

BugReports

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

License

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

GPL-2 GPL-3

URL

https://gregorkastner.github.io/stochvol/

NeedsCompilation

yes

Citation

stochvol citation info

Materials

NEWS

In Views

Bayesian , Finance , TimeSeries

Bayesian Finance TimeSeries

CRAN Checks

stochvol results

Reference Manual

stochvol.html , stochvol.pdf

stochvol.html stochvol.pdf

Vignettes

Dealing with Stochastic Volatility in Time Series Using the R Package stochvol ( source , R code ) Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol ( source , R code )

Dealing with Stochastic Volatility in Time Series Using the R Package stochvol source R code Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol an...source R code

Package Source

stochvol_3.2.9.tar.gz

Windows Binaries

r-devel: stochvol_3.2.9.zip , r-release: stochvol_3.2.9.zip , r-oldrel: stochvol_3.2.9.zip

stochvol_3.2.9.zip stochvol_3.2.9.zip stochvol_3.2.9.zip

MacOS Binaries

r-release (arm64): stochvol_3.2.9.tgz , r-oldrel (arm64): stochvol_3.2.9.tgz , r-release (x86_64): stochvol_3.2.9.tgz , r-oldrel (x86_64): stochvol_3.2.9.tgz

stochvol_3.2.9.tgz stochvol_3.2.9.tgz stochvol_3.2.9.tgz stochvol_3.2.9.tgz

Old Sources

stochvol archive

Reverse Imports

bayesianVARs , BGVAR , bsvars , dsp , factorstochvol , shrinkDSM , shrinkTVP , shrinkTVPVAR

bayesianVARs BGVAR bsvars dsp factorstochvol shrinkDSM shrinkTVP shrinkTVPVAR

Reverse Linking To

bayesianVARs , BGVAR , factorstochvol , shrinkDSM , shrinkTVP , shrinkTVPVAR

bayesianVARs BGVAR factorstochvol shrinkDSM shrinkTVP shrinkTVPVAR

Reverse Suggests

bsreg , stochvolTMB , tensorBSS , tsBSS

bsreg stochvolTMB tensorBSS tsBSS

Page sections 4

Documentation

Heading

Documentation

Links

[{"label":"stochvol.html","section":"","type":"","url":"https://cran.r-project.org/web/packages/stochvol/refman/stochvol.html"},{"label":"stochvol.pdf","section":"","type":"","url":"https://cran.r-project.org/web/packages/stochvol/stochvol.pdf"},{"label":"Dealing with Stochastic Volatility in Time Series Using the R Package stochvol","section":"","type":"","url":"https://cran.r-project.org/web/packages/stochvol/vignettes/article.pdf"},{"label":"source","section":"","type":"","url":"https://cran.r-project.org/web/packages/stochvol/vignettes/article.Rnw"},{"label":"R code","section":"","type":"","url":"https://cran.r-project.org/web/packages/stochvol/vignettes/article.R"},{"label":"Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol","section":"","type":"","url":"https://cran.r-project.org/web/packages/stochvol/vignettes/article2.pdf"},{"label":"source","section":"","type":"","url":"https://cran.r-project.org/web/packages/stochvol/vignettes/article2.Rnw"},{"label":"R code","section":"","type":"","url":"https://cran.r-project.org/web/packages/stochvol/vignettes/article2.R"}]

Text

Reference manual: stochvol.html , stochvol.pdf Vignettes: Dealing with Stochastic Volatility in Time Series Using the R Package stochvol ( source , R code ) Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol ( source , R code )

Downloads

Heading

Downloads

Links

[{"label":"stochvol_3.2.9.tar.gz","section":"","type":"","url":"https://cran.r-project.org/src/contrib/stochvol_3.2.9.tar.gz"},{"label":"stochvol_3.2.9.zip","section":"","type":"","url":"https://cran.r-project.org/bin/windows/contrib/4.7/stochvol_3.2.9.zip"},{"label":"stochvol_3.2.9.zip","section":"","type":"","url":"https://cran.r-project.org/bin/windows/contrib/4.6/stochvol_3.2.9.zip"},{"label":"stochvol_3.2.9.zip","section":"","type":"","url":"https://cran.r-project.org/bin/windows/contrib/4.5/stochvol_3.2.9.zip"},{"label":"stochvol_3.2.9.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/sonoma-arm64/contrib/4.6/stochvol_3.2.9.tgz"},{"label":"stochvol_3.2.9.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/big-sur-arm64/contrib/4.5/stochvol_3.2.9.tgz"},{"label":"stochvol_3.2.9.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/big-sur-x86_64/contrib/4.6/stochvol_3.2.9.tgz"},{"label":"stochvol_3.2.9.tgz","section":"","type":"","url":"https://cran.r-project.org/bin/macosx/big-sur-x86_64/contrib/4.5/stochvol_3.2.9.tgz"},{"label":"stochvol archive","section":"","type":"","url":"https://CRAN.R-project.org/src/contrib/Archive/stochvol"}]

Text

Package source: stochvol_3.2.9.tar.gz Windows binaries: r-devel: stochvol_3.2.9.zip , r-release: stochvol_3.2.9.zip , r-oldrel: stochvol_3.2.9.zip macOS binaries: r-release (arm64): stochvol_3.2.9.tgz , r-oldrel (arm64): stochvol_3.2.9.tgz , r-release (x86_64): stochvol_3.2.9.tgz , r-oldrel (x86_64): stochvol_3.2.9.tgz Old sources: stochvol archive

Reverse dependencies

Heading

Reverse dependencies

Links

[{"label":"bayesianVARs","section":"","type":"","url":"https://cran.r-project.org/web/packages/bayesianVARs/index.html"},{"label":"BGVAR","section":"","type":"","url":"https://cran.r-project.org/web/packages/BGVAR/index.html"},{"label":"bsvars","section":"","type":"","url":"https://cran.r-project.org/web/packages/bsvars/index.html"},{"label":"dsp","section":"","type":"","url":"https://cran.r-project.org/web/packages/dsp/index.html"},{"label":"factorstochvol","section":"","type":"","url":"https://cran.r-project.org/web/packages/factorstochvol/index.html"},{"label":"shrinkDSM","section":"","type":"","url":"https://cran.r-project.org/web/packages/shrinkDSM/index.html"},{"label":"shrinkTVP","section":"","type":"","url":"https://cran.r-project.org/web/packages/shrinkTVP/index.html"},{"label":"shrinkTVPVAR","section":"","type":"","url":"https://cran.r-project.org/web/packages/shrinkTVPVAR/index.html"},{"label":"bayesianVARs","section":"","type":"","url":"https://cran.r-project.org/web/packages/bayesianVARs/index.html"},{"label":"BGVAR","section":"","type":"","url":"https://cran.r-project.org/web/packages/BGVAR/index.html"},{"label":"factorstochvol","section":"","type":"","url":"https://cran.r-project.org/web/packages/factorstochvol/index.html"},{"label":"shrinkDSM","section":"","type":"","url":"https://cran.r-project.org/web/packages/shrinkDSM/index.html"},{"label":"shrinkTVP","section":"","type":"","url":"https://cran.r-project.org/web/packages/shrinkTVP/index.html"},{"label":"shrinkTVPVAR","section":"","type":"","url":"https://cran.r-project.org/web/packages/shrinkTVPVAR/index.html"},{"label":"bsreg","section":"","type":"","url":"https://cran.r-project.org/web/packages/bsreg/index.html"},{"label":"stochvolTMB","section":"","type":"","url":"https://cran.r-project.org/web/packages/stochvolTMB/index.html"},{"label":"tensorBSS","section":"","type":"","url":"https://cran.r-project.org/web/packages/tensorBSS/index.html"},{"label":"tsBSS","section":"","type":"","url":"https://cran.r-project.org/web/packages/tsBSS/index.html"}]

Text

Reverse imports: bayesianVARs , BGVAR , bsvars , dsp , factorstochvol , shrinkDSM , shrinkTVP , shrinkTVPVAR Reverse linking to: bayesianVARs , BGVAR , factorstochvol , shrinkDSM , shrinkTVP , shrinkTVPVAR Reverse suggests: bsreg , stochvolTMB , tensorBSS , tsBSS

Linking

Heading

Linking

Links

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

Text

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

Materials 1

NEWS

Documentation 8

stochvol.html stochvol.pdf Dealing with Stochastic Volatility in Time Series Using the R Package stochvol source R code Modeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvol source R code

Vignettes 6