项目描述 ：
Discretize VAR(1) of arbitrary size, with arbitrary covariance matrix for innovations, and optional stochastic volatility.

高级语言： C++

项目主页：

项目地址: git://github.com/gabrielgggg/DiscretizeVAR.git

创建时间： 2020-08-21T03:33:58Z
项目社区：https://github.com/gabrielgggg/DiscretizeVAR
开源协议：BSD 2-Clause "Simplified" License
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