Package: bayesianOU
Type: Package
Title: Bayesian Nonlinear Ornstein-Uhlenbeck Models with Stochastic
        Volatility
Version: 0.2.0
Authors@R: 
    person("José Mauricio", "Gómez Julián", email = "isadore.nabi@pm.me", 
           role = c("aut", "cre"),
           comment = c(ORCID = "0009-0000-2412-3150"))
Description: Fits Bayesian nonlinear Ornstein-Uhlenbeck models with
        cubic drift, stochastic volatility, and Student-t innovations.
        The package implements hierarchical priors for sector-specific
        parameters and supports parallel MCMC sampling via 'Stan'.
        Model comparison is performed using Pareto Smoothed Importance
        Sampling Leave-One-Out (PSIS-LOO) cross-validation following
        Vehtari, Gelman, and Gabry (2017)
        <doi:10.1007/s11222-016-9696-4>. Prior specifications follow
        recommendations from Gelman (2006) <doi:10.1214/06-BA117A> for
        scale parameters.
License: MIT + file LICENSE
Encoding: UTF-8
Depends: R (>= 4.1.0)
Imports: stats, graphics, utils, parallel
Suggests: cmdstanr, rstan (>= 2.21.0), loo (>= 2.5.0), posterior,
        ggplot2, tidyr, openxlsx, knitr, rmarkdown, testthat (>= 3.0.0)
Additional_repositories: https://mc-stan.org/r-packages/
VignetteBuilder: knitr
Config/testthat/edition: 3
URL: https://github.com/IsadoreNabi/bayesianOU
BugReports: https://github.com/IsadoreNabi/bayesianOU/issues
Config/roxygen2/version: 8.0.0
Repository: https://isadorenabi.r-universe.dev
Date/Publication: 2026-07-31 20:08:31 UTC
RemoteUrl: https://github.com/IsadoreNabi/bayesianOU
RemoteRef: HEAD
RemoteSha: e9d52c0d1fc55d0eaca9de15c33dd401e4fc23c1
NeedsCompilation: no
Packaged: 2026-10-05 07:34:47 UTC; root
Author: José Mauricio Gómez Julián [aut, cre] (ORCID:
    <https://orcid.org/0009-0000-2412-3150>)
Maintainer: José Mauricio Gómez Julián <isadore.nabi@pm.me>