stochvol

R 패키지 메타데이터와 수집 신호를 모아 봅니다.

Packages / CRAN / stochvol

stochvol

v3.2.9
Repository CRANLicense GPL (>= 2)Lifecycle activeNeeds compilation yes
Package pageReferenceSourceDOINEWS
DOI
10.32614/CRAN.package.stochvol
Task views
Bayesian Inference, Empirical Finance, Time Series Analysis
Reverse imports
400

Core Signals

첫 화면에서 판단해야 할 수집 신호를 먼저 배치합니다.

2
Task views
Bayesian Inference, Empirical Finance, Time Series Analysis
Reverse imports
400

Supported Backends

DESCRIPTION에서 감지한 backend 관련 package입니다.

0
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
400
Last observed
2026-06-04
CRAN
cran.r-project.org/package=stochvol

Build fields

LinkingTo
2
RcppRcppArmadillo (>= 0.9.900)

수집 소스별 패키지 정보

1개 소스
CRAN
3.2.9
2026-06-04
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
400
Lifecycle
active
Last observed
2026-06-04 01:07:23

이 패키지가 의존하는 패키지

5개 표시전체 11개
PackageTypeSpec
coda
CRAN · 3.2.9 · 2026-06-04
Importscoda (>= 0.19)
graphics
CRAN · 3.2.9 · 2026-06-04
Importsgraphics
grDevices
CRAN · 3.2.9 · 2026-06-04
ImportsgrDevices
Rcpp
CRAN · 3.2.9 · 2026-06-04
ImportsRcpp (>= 1.0)
stats
CRAN · 3.2.9 · 2026-06-04
Importsstats
1 / 3

이 패키지를 쓰는 패키지

5개 표시전체 18개
PackageTypeSpec
bayesianVARs
0.1.8
CRAN · 2026-06-04
Importsstochvol (>= 3.0.3)
BGVAR
2.5.9
CRAN · 2026-06-04
Importsstochvol (>= 3.0.3)
bsvars
3.2
CRAN · 2026-06-04
Importsstochvol
dsp
1.4.0
CRAN · 2026-06-04
Importsstochvol
factorstochvol
1.1.2
CRAN · 2026-06-04
Importsstochvol (>= 3.0.2)
1 / 4

Reverse dependency summary

3 types
TypePackages
Imports8
LinkingTo6
Suggests4

패키지 페이지

Reverse imports
16
Reverse suggests
8
All links
53
Repository
CRAN
Version
3.2.9
Collected
2026-06-04 02:02:26
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)
RcppRcppArmadillo
Published
2026-03-07
DOI
10.32614/CRAN.package.stochvol
10.32614/CRAN.package.stochvol
Author
Darjus Hosszejni [aut, cre], Gregor Kastner [aut]
https://orcid.org/0000-0002-3803-691Xhttps://orcid.org/0000-0002-8237-8271
Maintainer
Darjus Hosszejni <darjus.hosszejni at icloud.com>
BugReports
https://github.com/gregorkastner/stochvol/issues
https://github.com/gregorkastner/stochvol/issues
License
GPL-2 | GPL-3 [expanded from: GPL (≥ 2)]
GPL-2GPL-3
URL
https://gregorkastner.github.io/stochvol/
https://gregorkastner.github.io/stochvol/
NeedsCompilation
yes
Citation
stochvol citation info
stochvol citation info
Materials
NEWS
NEWS
In Views
Bayesian , Finance , TimeSeries
BayesianFinanceTimeSeries
CRAN Checks
stochvol results
stochvol results
Reference Manual
stochvol.html , stochvol.pdf
stochvol.htmlstochvol.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 stochvolsourceR codeModeling Univariate and Multivariate Stochastic Volatility in R with stochvol an...sourceR code
Package Source
stochvol_3.2.9.tar.gz
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.zipstochvol_3.2.9.zipstochvol_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.tgzstochvol_3.2.9.tgzstochvol_3.2.9.tgzstochvol_3.2.9.tgz
Old Sources
stochvol archive
stochvol archive
Reverse Imports
bayesianVARs , BGVAR , bsvars , dsp , factorstochvol , shrinkDSM , shrinkTVP , shrinkTVPVAR
bayesianVARsBGVARbsvarsdspfactorstochvolshrinkDSMshrinkTVPshrinkTVPVAR
Reverse Linking To
bayesianVARs , BGVAR , factorstochvol , shrinkDSM , shrinkTVP , shrinkTVPVAR
bayesianVARsBGVARfactorstochvolshrinkDSMshrinkTVPshrinkTVPVAR
Reverse Suggests
bsreg , stochvolTMB , tensorBSS , tsBSS
bsregstochvolTMBtensorBSStsBSS
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.htmlstochvol.pdfDealing with Stochastic Volatility in Time Series Using the R Package stochvolsourceR codeModeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvolsourceR code
Vignettes 6
Dealing with Stochastic Volatility in Time Series Using the R Package stochvolsourceR codeModeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvolsourceR code
Downloads 9
stochvol_3.2.9.tar.gzstochvol_3.2.9.zipstochvol_3.2.9.zipstochvol_3.2.9.zipstochvol_3.2.9.tgzstochvol_3.2.9.tgzstochvol_3.2.9.tgzstochvol_3.2.9.tgzstochvol archive
All page links 53
RcppcodagraphicsstatsutilsgrDevicesRcppArmadillotestthatmvtnormknitr10.32614/CRAN.package.stochvolhttps://orcid.org/0000-0002-3803-691Xhttps://orcid.org/0000-0002-8237-8271https://github.com/gregorkastner/stochvol/issuesGPL-2GPL-3https://gregorkastner.github.io/stochvol/stochvol citation infoNEWSBayesianFinanceTimeSeriesstochvol resultsstochvol.htmlstochvol.pdfDealing with Stochastic Volatility in Time Series Using the R Package stochvolsourceR codeModeling Univariate and Multivariate Stochastic Volatility in R with stochvol and factorstochvolsourceR codestochvol_3.2.9.tar.gzstochvol_3.2.9.zipstochvol_3.2.9.zipstochvol_3.2.9.zipstochvol_3.2.9.tgzstochvol_3.2.9.tgzstochvol_3.2.9.tgzstochvol_3.2.9.tgzstochvol archivebayesianVARsBGVARbsvarsdspfactorstochvolshrinkDSMshrinkTVPshrinkTVPVARbsregstochvolTMBtensorBSStsBSShttps://CRAN.R-project.org/package=stochvol

버전 이력

RepositoryVersionPublishedFirst seenLast seenDocs
CRAN3.2.82025-10-132026-05-312026-05-31
CRAN3.2.72025-08-202026-05-312026-05-31
CRAN3.2.62025-07-312026-05-312026-05-31
CRAN3.2.52024-10-282026-05-312026-05-31
CRAN3.2.42024-03-032026-05-312026-05-31
CRAN3.2.32023-11-272026-05-312026-05-31
CRAN3.2.12023-03-102026-05-312026-05-31
CRAN3.2.02021-11-262026-05-312026-05-31
CRAN3.1.02021-07-122026-05-312026-05-31
CRAN3.0.62021-05-202026-05-312026-05-31
CRAN3.0.52021-05-162026-05-312026-05-31
CRAN3.0.42021-02-092026-05-312026-05-31
CRAN3.0.32020-11-242026-05-312026-05-31
CRAN3.0.22020-11-172026-05-312026-05-31
CRAN3.0.12020-11-042026-05-312026-05-31
CRAN3.0.02020-11-032026-05-312026-05-31
CRAN2.0.42019-06-262026-05-312026-05-31
CRAN2.0.32019-05-292026-05-312026-05-31
CRAN2.0.22019-03-272026-05-312026-05-31
CRAN2.0.12019-02-262026-05-312026-05-31
CRAN2.0.02019-02-012026-05-312026-05-31
CRAN1.3.32017-09-192026-05-312026-05-31
CRAN1.3.22016-10-262026-05-312026-05-31
CRAN1.3.12016-10-192026-05-312026-05-31
CRAN1.3.02016-08-242026-05-312026-05-31
CRAN1.2.32016-02-182026-05-312026-05-31
CRAN1.2.22016-01-012026-05-312026-05-31
CRAN1.2.12015-11-272026-05-312026-05-31
CRAN1.2.02015-07-152026-05-312026-05-31
CRAN1.1.32015-06-302026-05-312026-05-31
CRAN1.1.22015-06-292026-05-312026-05-31
CRAN1.1.12015-05-232026-05-312026-05-31
CRAN1.1.02015-05-152026-05-312026-05-31
CRAN1.0.02015-01-282026-05-312026-05-31
CRAN0.9-12014-12-272026-05-312026-05-31
CRAN0.9-02014-10-162026-05-312026-05-31
CRAN0.8-42014-07-012026-05-312026-05-31
CRAN0.8-22014-05-162026-05-312026-05-31
CRAN0.8-12014-02-072026-05-312026-05-31
CRAN0.8-02014-02-062026-05-312026-05-31
CRAN0.7-12013-10-222026-05-312026-05-31
CRAN0.7-02013-10-102026-05-312026-05-31
CRAN0.6-12013-07-092026-05-312026-05-31
CRAN0.6-02013-04-172026-05-312026-05-31
CRAN0.5-12013-01-282026-05-312026-05-31
CRAN0.5-02013-01-232026-05-312026-05-31
CRAN3.2.92026-06-012026-06-04

보안

표시할 OSV 데이터가 없습니다.

문헌 신호

표시할 OpenAlex 데이터가 없습니다.

CRAN Task Views

Bayesian Inference · 2026-06-04Empirical Finance · 2026-06-04Time Series Analysis · 2026-06-04