LSD (>= 4.0-0), coda (>= 0.19-2), knitr, RColorBrewer,
testthat (>= 2.1.0), zoo

GIGrvg (>= 0.4), Rcpp (>= 1.0.0), corrplot, methods,
grDevices, graphics, stats, utils, stochvol (>= 3.0.2)

person("Gregor", "Kastner", role = c("aut", "cre"),
email = "gregor.kastner@wu.ac.at")
Markov chain Monte Carlo (MCMC) sampler for fully Bayesian
estimation of latent factor stochastic volatility models.
Sparsity can be achieved through the usage of Normal-Gamma priors
on the factor loading matrix.
stochvol (>= 1.3.0), GIGrvg (>= 0.3), Rcpp (>= 0.11),
corrplot, methods, grDevices, graphics, stats, utils

stochvol (>= 1.3.2), GIGrvg (>= 0.4), Rcpp (>= 0.12.7),
corrplot, methods, grDevices, graphics, stats, utils
Rcpp, RcppArmadillo (>= 0.7.500.0.0), stochvol

c(
person("Gregor", "Kastner", role = c("aut", "cre"), email = "gregor.kastner@wu.ac.at", comment = c(ORCID = "0000-0002-8237-8271")),
person("Darjus", "Hosszejni", role = c("ctb"), email = "darjus.hosszejni@wu.ac.at", comment = c(ORCID = "0000-0002-3803-691X")))
GIGrvg (>= 0.4), Rcpp (>= 1.0.0), corrplot, methods,
grDevices, graphics, stats, utils
LSD (>= 4.0-0), coda (>= 0.19-2), knitr, RColorBrewer

person("Gregor", "Kastner", role = c("aut", "cre"),
email = "gregor.kastner@wu.ac.at", comment = c(ORCID = "0000-0002-8237-8271"))
Markov chain Monte Carlo (MCMC) sampler for fully Bayesian
estimation of latent factor stochastic volatility models with
interweaving <doi:10.1080/10618600.2017.1322091>.
Sparsity can be achieved through the usage of Normal-Gamma priors
on the factor loading matrix <doi:10.1016/j.jeconom.2018.11.007>.
stochvol (>= 2.0.0), GIGrvg (>= 0.4), Rcpp (>= 1.0.0),
corrplot, methods, grDevices, graphics, stats, utils
Gregor Kastner [aut, cre] (<https://orcid.org/0000-0002-8237-8271>)

c(
person("Gregor", "Kastner", role = c("aut", "cre"), email = "gregor.kastner@aau.at", comment = c(ORCID = "0000-0002-8237-8271")),
person("Darjus", "Hosszejni", role = c("ctb"), email = "darjus.hosszejni@wu.ac.at", comment = c(ORCID = "0000-0002-3803-691X")),
person("Luis", "Gruber", role = c("ctb"), email = "luis.gruber@aau.at", comment = c(ORCID = "0000-0002-2399-738X")))
Gregor Kastner [aut, cre] (<https://orcid.org/0000-0002-8237-8271>),
Darjus Hosszejni [ctb] (<https://orcid.org/0000-0002-3803-691X>),
Luis Gruber [ctb] (<https://orcid.org/0000-0002-2399-738X>)