ASV 1.1.4
The bug in computing the posterior density is fixed.
ASV 1.1.2
The bug in computing the posterior density is fixed.
ASV 1.1.1
The function type is modified for ‘abs’ (arma::abs for vector, and fabs for double)
# ASV 1.1.0
- The logarithm of the marginal likelihood is computed using Chib and Jeliazkov (2001)
ASV 1.0.0
The MCMC estimation package for the stochastic volatility models with and without leverage.