Package: SV
Type: Package
Title: Quasi-likelihood and indirect inference in non-Gaussian
        stochastic volatility models
Version: 1.3.0
Date: 2010-07-15
Author: Øivind Skare
Maintainer: Øivind Skare <oivind.skare@medisin.uio.no>
Description: Quasi-likelihood and indirect inference in non-Gaussian
        stochastic volatility models for univariate and financial data.
        For univariate data both quasi-likelihood estimation and
        indirect inference are implemented, while for the bivariate
        data a quasi-likelihood method is implemented.
Depends: R (>= 2.4.0), setRNG
SystemRequirements: Armadillo (>= 0.9.0)
License: GPL (>= 2)
LazyLoad: yes
Encoding: UTF-8
URL: http://folk.uio.no/skare/SV, http://arma.sourceforge.net/
Packaged: 2010-07-15 10:48:20 UTC; skare
Repository: CRAN
Date/Publication: 2010-07-24 19:42:32
