Bayesian Estimation of (Sparse) Latent Factor Stochastic Volatility Models R package factorstochvol version 1.1.2 CRAN Task View: Bayesian (https://CRAN.R-project.org/view=Bayesian) CRAN Task View: Finance (https://CRAN.R-project.org/view=Finance) CRAN Task View: TimeSeries (https://CRAN.R-project.org/view=TimeSeries) 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>. Software Depends: R (>= 3.0.2) Imports: GIGrvg (>= 0.4), Rcpp (>= 1.0.0), corrplot, methods, grDevices, graphics, stats, utils, stochvol (>= 3.0.2) LinkingTo: Rcpp, RcppArmadillo (>= 0.9.900), stochvol Suggests: LSD (>= 4.0-0), coda (>= 0.19-2), knitr, RColorBrewer, testthat (>= 2.1.0), zoo Gregor Kastner <gregor.kastner@aau.at> Comprehensive R Archive Network (CRAN) Gregor Kastner [aut, cre] (ORCID: <https://orcid.org/0000-0002-8237-8271>), Darjus Hosszejni [ctb] (ORCID: <https://orcid.org/0000-0002-3803-691X>), Luis Gruber [ctb] (ORCID: <https://orcid.org/0000-0002-2399-738X>) GPL (>= 2) 2026-03-30 application/tgz https://CRAN.R-project.org/package=factorstochvol doi:10.32614/CRAN.package.factorstochvol