armstrtw/quantlib
The QuantLib C++ library and extensions
R interface to multivariate.sv model based loosely on this paper: http://www.rob-mcculloch.org/some_papers_and_talks/papers/working/lopes-mcculloch-tsay.pdf
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The QuantLib C++ library and extensions
foreach compatible version of deathstar
Armadillo version of rrcov from http://cran.r-project.org/web/packages/rrcov/index.html
R/Fin 2013 distributed computing talk