The hardware and bandwidth for this mirror is donated by METANET, the Webhosting and Full Service-Cloud Provider.
If you wish to report a bug, or if you are interested in having us mirror your free-software or open-source project, please feel free to contact us at mirror[@]metanet.ch.
Simulation, estimation and inference for the geopolitical volatility (GEOVOL) model of Engle and Campos-Martins (2020) <doi:10.2139/ssrn.3685213>, where GEOVOL is modelled as a latent multiplicative volatility factor with heterogeneous factor loadings. Estimation is carried out as a maximization-maximization procedure, where GEOVOL and the GEOVOL loadings are estimated iteratively until convergence.
| Version: | 1.0 |
| Depends: | R (≥ 3.5.0), zoo |
| Published: | 2021-07-09 |
| DOI: | 10.32614/CRAN.package.geovol |
| Author: | Susana Campos-Martins [aut, cre] |
| Maintainer: | Susana Campos-Martins <susana.martins at nuffield.ox.ac.uk> |
| License: | GPL-2 | GPL-3 [expanded from: GPL (≥ 2)] |
| URL: | https://sites.google.com/site/susanacamposmartins/ |
| NeedsCompilation: | no |
| Materials: | NEWS |
| CRAN checks: | geovol results |
| Reference manual: | geovol.pdf |
| Package source: | geovol_1.0.tar.gz |
| Windows binaries: | r-devel: geovol_1.0.zip, r-release: geovol_1.0.zip, r-oldrel: geovol_1.0.zip |
| macOS binaries: | r-release (arm64): geovol_1.0.tgz, r-oldrel (arm64): geovol_1.0.tgz, r-release (x86_64): geovol_1.0.tgz, r-oldrel (x86_64): geovol_1.0.tgz |
Please use the canonical form https://CRAN.R-project.org/package=geovol to link to this page.
These binaries (installable software) and packages are in development.
They may not be fully stable and should be used with caution. We make no claims about them.