ASV
Stochastic Volatility Models with or without Leverage
v1.1.4
·
Feb 15, 2024
·
GPL (>= 2)
Description
The efficient Markov chain Monte Carlo estimation of stochastic volatility models with and without leverage (asymmetric and symmetric stochastic volatility models). Further, it computes the logarithm of the likelihood given parameters using particle filters.
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CRAN Check Status
13
OK
Show all 13 flavors
| Flavor | Status |
|---|---|
| r-devel-linux-x86_64-debian-clang | OK |
| r-devel-linux-x86_64-debian-gcc | OK |
| r-devel-linux-x86_64-fedora-clang | OK |
| r-devel-linux-x86_64-fedora-gcc | OK |
| r-devel-windows-x86_64 | OK |
| r-oldrel-macos-arm64 | OK |
| r-oldrel-macos-x86_64 | OK |
| r-oldrel-windows-x86_64 | OK |
| r-patched-linux-x86_64 | OK |
| r-release-linux-x86_64 | OK |
| r-release-macos-arm64 | OK |
| r-release-macos-x86_64 | OK |
| r-release-windows-x86_64 | OK |
Check History
OK 13 OK · 0 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE May 2, 2026
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 22, 2026
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 6.1Mb
sub-directories of 1Mb or more:
libs 6.0Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 6.2Mb
sub-directories of 1Mb or more:
libs 6.1Mb
ERROR 11 OK · 2 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 18, 2026
ERROR
r-devel-windows-x86_64
whether package can be installed
Installation failed. See 'd:/Rcompile/CRANpkg/local/4.6/ASV.Rcheck/00install.out' for details.
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 6.1Mb
sub-directories of 1Mb or more:
libs 6.0Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 6.2Mb
sub-directories of 1Mb or more:
libs 6.1Mb
NOTE 9 OK · 5 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Apr 10, 2026
NOTE
r-devel-linux-x86_64-debian-clang
compiled code
File ‘ASV/libs/ASV.so’: Found non-API call to R: ‘R_UnboundValue’ Compiled code should not call non-API entry points in R. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual, and section ‘Moving into C API compliance’ for issues with the use of non-API entry points.
NOTE
r-devel-windows-x86_64
compiled code
File 'ASV/libs/x64/ASV.dll': Found non-API call to R: 'R_UnboundValue' Compiled code should not call non-API entry points in R. See 'Writing portable packages' in the 'Writing R Extensions' manual, and section 'Moving into C API compliance' for issues with the use of non-API entry points.
NOTE
r-patched-linux-x86_64
compiled code
File ‘ASV/libs/ASV.so’: Found non-API call to R: ‘R_UnboundValue’ Compiled code should not call non-API entry points in R. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual, and section ‘Moving into C API compliance’ for issues with the use of non-API entry points.
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 6.1Mb
sub-directories of 1Mb or more:
libs 6.0Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 6.2Mb
sub-directories of 1Mb or more:
libs 6.1Mb
ERROR 8 OK · 5 NOTE · 0 WARNING · 1 ERROR · 0 FAILURE Apr 9, 2026
NOTE
r-devel-linux-x86_64-debian-clang
compiled code
File ‘ASV/libs/ASV.so’: Found non-API call to R: ‘R_UnboundValue’ Compiled code should not call non-API entry points in R. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual, and section ‘Moving into C API compliance’ for issues with the use of non-API entry points.
ERROR
r-devel-linux-x86_64-debian-gcc
whether package can be installed
Installation failed. See ‘/home/hornik/tmp/R.check/r-devel-gcc/Work/PKGS/ASV.Rcheck/00install.out’ for details.
NOTE
r-devel-windows-x86_64
compiled code
File 'ASV/libs/x64/ASV.dll': Found non-API call to R: 'R_UnboundValue' Compiled code should not call non-API entry points in R. See 'Writing portable packages' in the 'Writing R Extensions' manual, and section 'Moving into C API compliance' for issues with the use of non-API entry points.
NOTE
r-patched-linux-x86_64
compiled code
File ‘ASV/libs/ASV.so’: Found non-API call to R: ‘R_UnboundValue’ Compiled code should not call non-API entry points in R. See ‘Writing portable packages’ in the ‘Writing R Extensions’ manual, and section ‘Moving into C API compliance’ for issues with the use of non-API entry points.
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 6.1Mb
sub-directories of 1Mb or more:
libs 6.0Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 6.2Mb
sub-directories of 1Mb or more:
libs 6.1Mb
NOTE 12 OK · 2 NOTE · 0 WARNING · 0 ERROR · 0 FAILURE Mar 10, 2026
NOTE
r-oldrel-macos-arm64
installed package size
installed size is 6.1Mb
sub-directories of 1Mb or more:
libs 6.0Mb
NOTE
r-oldrel-macos-x86_64
installed package size
installed size is 6.2Mb
sub-directories of 1Mb or more:
libs 6.1Mb