Package: bayesianOU
Type: Package
Title: Bayesian Nonlinear Ornstein-Uhlenbeck Models with Stochastic
        Volatility
Version: 0.1.3
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
Suggests: cmdstanr, rstan (>= 2.21.0), loo (>= 2.5.0), posterior,
        ggplot2, tidyr, openxlsx, testthat (>= 3.0.0)
Additional_repositories: https://mc-stan.org/r-packages/
RoxygenNote: 7.3.3
Config/testthat/edition: 3
URL: https://github.com/isadorenabi/bayesianOU
BugReports: https://github.com/isadorenabi/bayesianOU/issues
NeedsCompilation: no
Packaged: 2025-12-16 15:09:39 UTC; ROG
Author: José Mauricio Gómez Julián [aut, cre] (ORCID:
    <https://orcid.org/0009-0000-2412-3150>)
Maintainer: José Mauricio Gómez Julián <isadore.nabi@pm.me>
Repository: CRAN
Date/Publication: 2025-12-19 20:10:22 UTC
Built: R 4.6.0; ; 2026-04-25 16:52:05 UTC; unix
