#
var
Here are 4 public repositories matching this topic...
Discretize VAR(1) of arbitrary size, with arbitrary covariance matrix for innovations, and optional stochastic volatility.
cpp matlab markov-chain hdf5 var discretization armadillo-library tauchen stochastic-volatility non-tensor-grid discretize
-
Updated
Nov 8, 2021 - C++
Improve this page
Add a description, image, and links to the var topic page so that developers can more easily learn about it.
Add this topic to your repo
To associate your repository with the var topic, visit your repo's landing page and select "manage topics."