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Convenience functions for covariance estimation
R-CMD-check #84: Commit 1b546fe pushed by franzmohr
January 14, 2024 10:01 20m 25s master
January 14, 2024 10:01 20m 25s
drop post_gamma_state_variance for now
R-CMD-check #83: Commit 663ca6b pushed by franzmohr
January 8, 2024 08:07 13m 21s master
January 8, 2024 08:07 13m 21s
Adapt C++ functions to new SV functionality
R-CMD-check #82: Commit 2dc13d6 pushed by franzmohr
January 6, 2024 09:46 15m 59s master
January 6, 2024 09:46 15m 59s
Pre CRAN submission
R-CMD-check #81: Commit d1eeab2 pushed by franzmohr
January 5, 2024 17:47 3m 57s master
January 5, 2024 17:47 3m 57s
Automatically add constant for sv, if not specified.
R-CMD-check #80: Commit 838642a pushed by franzmohr
December 16, 2023 09:01 17m 12s master
December 16, 2023 09:01 17m 12s
Fix failed GitHub update
R-CMD-check #79: Commit 1666b7f pushed by franzmohr
December 13, 2023 18:59 16m 9s master
December 13, 2023 18:59 16m 9s
Drop some error messages to address security concerns with Rcpp::stop
R-CMD-check #78: Commit 5854959 pushed by franzmohr
December 13, 2023 18:10 16m 16s master
December 13, 2023 18:10 16m 16s
Manual specification of offset constant for stochvol
R-CMD-check #77: Commit afef125 pushed by franzmohr
December 11, 2023 22:07 16m 19s master
December 11, 2023 22:07 16m 19s
Manual specification of offset constant for stochvol
R-CMD-check #76: Commit a18ef3a pushed by franzmohr
December 11, 2023 21:44 18m 12s master
December 11, 2023 21:44 18m 12s
Manual specification of offset constant for stochvol
R-CMD-check #75: Commit ff90fa2 pushed by franzmohr
December 11, 2023 21:24 16m 49s master
December 11, 2023 21:24 16m 49s
Multi column input for stochvol functions
R-CMD-check #74: Commit e8194e0 pushed by franzmohr
December 11, 2023 19:23 10m 54s master
December 11, 2023 19:23 10m 54s
Add post_gamma_state_variance
R-CMD-check #73: Commit 5cf692f pushed by franzmohr
October 19, 2023 19:52 18m 2s master
October 19, 2023 19:52 18m 2s
Add post_gamma_state_variance
R-CMD-check #72: Commit ccae0f2 pushed by franzmohr
October 19, 2023 19:27 19m 28s master
October 19, 2023 19:27 19m 28s
Add post_gamma_state_variance
R-CMD-check #71: Commit 4144d63 pushed by franzmohr
October 19, 2023 19:11 18m 40s master
October 19, 2023 19:11 18m 40s
Add post_gamma_state_variance
R-CMD-check #70: Commit a65aec8 pushed by franzmohr
October 16, 2023 20:18 19m 4s master
October 16, 2023 20:18 19m 4s
Import crossprod from Matrix package
R-CMD-check #69: Commit 2173b2a pushed by franzmohr
October 16, 2023 05:36 18m 56s master
October 16, 2023 05:36 18m 56s
Add namespaces
R-CMD-check #68: Commit d1777cc pushed by franzmohr
October 16, 2023 05:27 9m 2s master
October 16, 2023 05:27 9m 2s
Add namespaces
R-CMD-check #67: Commit 07a231a pushed by franzmohr
October 16, 2023 05:07 19m 36s master
October 16, 2023 05:07 19m 36s
Add functions for posterior simulation of covariance block
R-CMD-check #66: Commit db0ba93 pushed by franzmohr
October 15, 2023 20:15 19m 55s master
October 15, 2023 20:15 19m 55s
Prep for CRAN
R-CMD-check #65: Commit ea82829 pushed by franzmohr
August 30, 2023 18:54 21m 34s master
August 30, 2023 18:54 21m 34s
Fix alias issue
R-CMD-check #61: Commit 2949a79 pushed by franzmohr
August 23, 2023 18:34 21m 58s master
August 23, 2023 18:34 21m 58s
Update author information
R-CMD-check #60: Commit 3601c77 pushed by franzmohr
August 23, 2023 18:24 22m 42s master
August 23, 2023 18:24 22m 42s
Posterior simulation functions a la Durbin and Koopman (2002)
R-CMD-check #59: Commit 8c51b6f pushed by franzmohr
July 31, 2023 11:25 21m 22s master
July 31, 2023 11:25 21m 22s
Make kalman_dk callable for C++
R-CMD-check #58: Commit 3e5897f pushed by franzmohr
July 30, 2023 14:12 16m 14s master
July 30, 2023 14:12 16m 14s