Files in AnthonyEbert/StateSpaceInference
.Rbuildignore
.gitignore
DESCRIPTION
NAMESPACE
R/Marseille_example.R
R/SMC2_ABC.R
R/SSI_initialize.R
R/Volatility_model.R
R/distance_hawkes.R
R/erf.R
R/get_parameter.R
R/get_state.R
R/loss_simple.R
R/particle_filter.R
R/sim_hawkes.R
R/theta_filter.R
R/utils.R
README.md
StateSpaceInference.Rproj
man/Ny.Rd
man/SMC2_ABC.Rd
man/generate_state.Rd
man/loss_hawkes.Rd
man/sim_hawkes.Rd
runs/.gitignore
runs/Gaussian/1/Gaussian_1.o3840409
runs/Gaussian/1/Rplots.pdf
runs/Gaussian/1/SMC2_simple.Rout
runs/Gaussian/1/git_log
runs/Gaussian/1/git_status
runs/Gaussian/1/main.sub
runs/Gaussian/1/state_df.RData
runs/Gaussian/1/theta_df.RData
runs/Gaussian/10/Gaussian_10.o3884374
runs/Gaussian/10/Gaussian_10_parameter.pdf
runs/Gaussian/10/Gaussian_10_state.pdf
runs/Gaussian/10/Rplots.pdf
runs/Gaussian/10/SMC2_simple.Rout
runs/Gaussian/10/git_log
runs/Gaussian/10/git_status
runs/Gaussian/10/main.sub
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runs/Gaussian/10/state_df.RData
runs/Gaussian/10/theta_df.RData
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runs/Gaussian/11/Gaussian_11_parameter.pdf
runs/Gaussian/11/Gaussian_11_state.pdf
runs/Gaussian/11/Rplots.pdf
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runs/Hawkes/52/git_log
runs/Hawkes/52/git_status
runs/Hawkes/52/main.sub
runs/Hawkes/53/Hawkes_53.o3856192
runs/Hawkes/53/Rplots.pdf
runs/Hawkes/53/SMC2_ABC_run.Rout
runs/Hawkes/53/git_log
runs/Hawkes/53/git_status
runs/Hawkes/53/main.sub
runs/Hawkes/53/state_df.RData
runs/Hawkes/53/theta_df.RData
runs/Hawkes/54/Hawkes_54.o3856225
runs/Hawkes/54/Rplots.pdf
runs/Hawkes/54/SMC2_ABC_run.Rout
runs/Hawkes/54/git_log
runs/Hawkes/54/git_status
runs/Hawkes/54/main.sub
runs/Hawkes/55/Hawkes_55.o3856255
runs/Hawkes/55/Rplots.pdf
runs/Hawkes/55/SMC2_ABC_run.Rout
runs/Hawkes/55/git_log
runs/Hawkes/55/git_status
runs/Hawkes/55/main.sub
runs/Hawkes/55/state_df.RData
runs/Hawkes/55/theta_df.RData
runs/Hawkes/56/Hawkes_56.o3856377
runs/Hawkes/56/Rplots.pdf
runs/Hawkes/56/SMC2_ABC_run.Rout
runs/Hawkes/56/git_log
runs/Hawkes/56/git_status
runs/Hawkes/56/main.sub
runs/Hawkes/56/state_df.RData
runs/Hawkes/56/theta_df.RData
runs/Hawkes/57/Hawkes_57.o3856564
runs/Hawkes/57/Rplots.pdf
runs/Hawkes/57/SMC2_ABC_run.Rout
runs/Hawkes/57/git_log
runs/Hawkes/57/git_status
runs/Hawkes/57/main.sub
runs/Hawkes/57/state_df.RData
runs/Hawkes/57/theta_df.RData
runs/Hawkes/58/Hawkes_58.o3871697
runs/Hawkes/58/Rplots.pdf
runs/Hawkes/58/SMC2_ABC_run.Rout
runs/Hawkes/58/git_log
runs/Hawkes/58/git_status
runs/Hawkes/58/main.sub
runs/Hawkes/59/main.sub
runs/Hawkes/6/Hawkes_6.o3821309
runs/Hawkes/6/Rplots.pdf
runs/Hawkes/6/SMC2_ABC_run.Rout
runs/Hawkes/6/git_log
runs/Hawkes/6/git_status
runs/Hawkes/6/main.sub
runs/Hawkes/6/state_df.RData
runs/Hawkes/6/theta_df.RData
runs/Hawkes/60/Hawkes_60.o3871995
runs/Hawkes/60/Rplots.pdf
runs/Hawkes/60/SMC2_ABC_run.Rout
runs/Hawkes/60/git_log
runs/Hawkes/60/git_status
runs/Hawkes/60/main.sub
runs/Hawkes/60/state_df.RData
runs/Hawkes/60/theta_df.RData
runs/Hawkes/61/Hawkes_61.o3872011
runs/Hawkes/61/Rplots.pdf
runs/Hawkes/61/SMC2_ABC_run.Rout
runs/Hawkes/61/git_log
runs/Hawkes/61/git_status
runs/Hawkes/61/main.sub
runs/Hawkes/61/state_df.RData
runs/Hawkes/61/theta_df.RData
runs/Hawkes/62/Hawkes_62.o3872102
runs/Hawkes/62/Rplots.pdf
runs/Hawkes/62/SMC2_ABC_run.Rout
runs/Hawkes/62/git_log
runs/Hawkes/62/git_status
runs/Hawkes/62/main.sub
runs/Hawkes/62/state_df.RData
runs/Hawkes/62/theta_df.RData
runs/Hawkes/63/Hawkes_63.o3872129
runs/Hawkes/63/Rplots.pdf
runs/Hawkes/63/SMC2_ABC_run.Rout
runs/Hawkes/63/git_log
runs/Hawkes/63/git_status
runs/Hawkes/63/main.sub
runs/Hawkes/63/state_df.RData
runs/Hawkes/63/theta_df.RData
runs/Hawkes/64/Hawkes_64.o3872137
runs/Hawkes/64/Rplots.pdf
runs/Hawkes/64/SMC2_ABC_run.Rout
runs/Hawkes/64/git_log
runs/Hawkes/64/git_status
runs/Hawkes/64/main.sub
runs/Hawkes/64/state_df.RData
runs/Hawkes/64/theta_df.RData
runs/Hawkes/65/Hawkes_65.o3872191
runs/Hawkes/65/Rplots.pdf
runs/Hawkes/65/SMC2_ABC_run.Rout
runs/Hawkes/65/git_log
runs/Hawkes/65/git_status
runs/Hawkes/65/main.sub
runs/Hawkes/65/state_df.RData
runs/Hawkes/65/theta_df.RData
runs/Hawkes/66/Hawkes_66.o3872202
runs/Hawkes/66/Rplots.pdf
runs/Hawkes/66/SMC2_ABC_run.Rout
runs/Hawkes/66/git_log
runs/Hawkes/66/git_status
runs/Hawkes/66/main.sub
runs/Hawkes/66/state_df.RData
runs/Hawkes/66/theta_df.RData
runs/Hawkes/67/Hawkes_67.o3872224
runs/Hawkes/67/Rplots.pdf
runs/Hawkes/67/SMC2_ABC_run.Rout
runs/Hawkes/67/git_log
runs/Hawkes/67/git_status
runs/Hawkes/67/main.sub
runs/Hawkes/67/state_df.RData
runs/Hawkes/67/theta_df.RData
runs/Hawkes/68/Hawkes_68.o3872267
runs/Hawkes/68/Rplots.pdf
runs/Hawkes/68/SMC2_ABC_run.Rout
runs/Hawkes/68/git_log
runs/Hawkes/68/git_status
runs/Hawkes/68/main.sub
runs/Hawkes/68/state_df.RData
runs/Hawkes/68/theta_df.RData
runs/Hawkes/69/Hawkes_69.o3872352
runs/Hawkes/69/Rplots.pdf
runs/Hawkes/69/SMC2_ABC_run.Rout
runs/Hawkes/69/git_log
runs/Hawkes/69/git_status
runs/Hawkes/69/main.sub
runs/Hawkes/69/state_df.RData
runs/Hawkes/69/theta_df.RData
runs/Hawkes/7/Hawkes_7.o3838948
runs/Hawkes/7/Rplots.pdf
runs/Hawkes/7/SMC2_ABC_run.Rout
runs/Hawkes/7/git_log
runs/Hawkes/7/git_status
runs/Hawkes/7/main.sub
runs/Hawkes/7/state_df.RData
runs/Hawkes/7/theta_df.RData
runs/Hawkes/70/Hawkes_70.o3872443
runs/Hawkes/70/Rplots.pdf
runs/Hawkes/70/SMC2_ABC_run.Rout
runs/Hawkes/70/git_log
runs/Hawkes/70/git_status
runs/Hawkes/70/main.sub
runs/Hawkes/70/state_df.RData
runs/Hawkes/70/theta_df.RData
runs/Hawkes/71/Hawkes_71.o3872488
runs/Hawkes/71/Rplots.pdf
runs/Hawkes/71/SMC2_ABC_run.Rout
runs/Hawkes/71/git_log
runs/Hawkes/71/git_status
runs/Hawkes/71/main.sub
runs/Hawkes/71/state_df.RData
runs/Hawkes/71/theta_df.RData
runs/Hawkes/72/Hawkes_72.o3872520
runs/Hawkes/72/Rplots.pdf
runs/Hawkes/72/SMC2_ABC_run.Rout
runs/Hawkes/72/git_log
runs/Hawkes/72/git_status
runs/Hawkes/72/main.sub
runs/Hawkes/73/Hawkes_73.o3872528
runs/Hawkes/73/Hawkes_73_parameter.pdf
runs/Hawkes/73/Hawkes_73_state.pdf
runs/Hawkes/73/Rplots.pdf
runs/Hawkes/73/SMC2_ABC_run.Rout
runs/Hawkes/73/git_log
runs/Hawkes/73/git_status
runs/Hawkes/73/main.sub
runs/Hawkes/73/plot_hawkes.Rout
runs/Hawkes/73/state_df.RData
runs/Hawkes/73/theta_df.RData
runs/Hawkes/74/Hawkes_74.o3872549
runs/Hawkes/74/Rplots.pdf
runs/Hawkes/74/SMC2_ABC_run.Rout
runs/Hawkes/74/git_log
runs/Hawkes/74/git_status
runs/Hawkes/74/main.sub
runs/Hawkes/74/state_df.RData
runs/Hawkes/74/theta_df.RData
runs/Hawkes/75/Hawkes_75.o3872878
runs/Hawkes/75/Hawkes_75_parameter.pdf
runs/Hawkes/75/Hawkes_75_state.pdf
runs/Hawkes/75/Rplots.pdf
runs/Hawkes/75/SMC2_ABC_run.Rout
runs/Hawkes/75/git_log
runs/Hawkes/75/git_status
runs/Hawkes/75/main.sub
runs/Hawkes/75/plot_hawkes.Rout
runs/Hawkes/75/state_df.RData
runs/Hawkes/75/theta_df.RData
runs/Hawkes/76/Hawkes_76.o3872896
runs/Hawkes/76/Rplots.pdf
runs/Hawkes/76/SMC2_ABC_run.Rout
runs/Hawkes/76/git_log
runs/Hawkes/76/git_status
runs/Hawkes/76/main.sub
runs/Hawkes/76/state_df.RData
runs/Hawkes/76/theta_df.RData
runs/Hawkes/77/main.sub
runs/Hawkes/78/Hawkes_78.o3876522
runs/Hawkes/78/Rplots.pdf
runs/Hawkes/78/SMC2_ABC_run.Rout
runs/Hawkes/78/git_log
runs/Hawkes/78/git_status
runs/Hawkes/78/main.sub
runs/Hawkes/78/state_df.RData
runs/Hawkes/78/theta_df.RData
runs/Hawkes/79/Hawkes_79.o3876525
runs/Hawkes/79/Rplots.pdf
runs/Hawkes/79/SMC2_ABC_run.Rout
runs/Hawkes/79/git_log
runs/Hawkes/79/git_status
runs/Hawkes/79/main.sub
runs/Hawkes/79/state_df.RData
runs/Hawkes/79/theta_df.RData
runs/Hawkes/8/Hawkes_8.o3838949
runs/Hawkes/8/Rplots.pdf
runs/Hawkes/8/SMC2_ABC_run.Rout
runs/Hawkes/8/git_log
runs/Hawkes/8/git_status
runs/Hawkes/8/main.sub
runs/Hawkes/8/state_df.RData
runs/Hawkes/8/theta_df.RData
runs/Hawkes/80/Hawkes_80.o3884361
runs/Hawkes/80/Rplots.pdf
runs/Hawkes/80/SMC2_ABC_run.Rout
runs/Hawkes/80/git_log
runs/Hawkes/80/git_status
runs/Hawkes/80/main.sub
runs/Hawkes/81/main.sub
runs/Hawkes/82/Hawkes_82.o3885306
runs/Hawkes/82/Rplots.pdf
runs/Hawkes/82/SMC2_ABC_run.Rout
runs/Hawkes/82/git_log
runs/Hawkes/82/git_status
runs/Hawkes/82/main.sub
runs/Hawkes/82/state_df.RData
runs/Hawkes/82/theta_df.RData
runs/Hawkes/83/main.sub
runs/Hawkes/84/Hawkes_84.o3888967
runs/Hawkes/84/Rplots.pdf
runs/Hawkes/84/SMC2_ABC_run.Rout
runs/Hawkes/84/git_log
runs/Hawkes/84/git_status
runs/Hawkes/84/main.sub
runs/Hawkes/84/state_df.RData
runs/Hawkes/84/theta_df.RData
runs/Hawkes/85/Hawkes_85.o3888982
runs/Hawkes/85/Rplots.pdf
runs/Hawkes/85/SMC2_ABC_run.Rout
runs/Hawkes/85/git_log
runs/Hawkes/85/git_status
runs/Hawkes/85/main.sub
runs/Hawkes/85/state_df.RData
runs/Hawkes/85/theta_df.RData
runs/Hawkes/86/main.sub
runs/Hawkes/9/Hawkes_9.o3838950
runs/Hawkes/9/Rplots.pdf
runs/Hawkes/9/SMC2_ABC_run.Rout
runs/Hawkes/9/git_log
runs/Hawkes/9/git_status
runs/Hawkes/9/main.sub
runs/Hawkes/9/state_df.RData
runs/Hawkes/9/theta_df.RData
runs/Volatility/1/Rplots.pdf
runs/Volatility/1/SMC2_vol.Rout
runs/Volatility/1/Vol_1.o3884101
runs/Volatility/1/Vol_1_parameter.pdf
runs/Volatility/1/Vol_1_state.pdf
runs/Volatility/1/git_log
runs/Volatility/1/git_status
runs/Volatility/1/main.sub
runs/Volatility/1/plot_vol.Rout
runs/Volatility/1/state_df.RData
runs/Volatility/1/theta_df.RData
runs/Volatility/10/Rplots.pdf
runs/Volatility/10/SMC2_vol.Rout
runs/Volatility/10/Vol_10.o5431386
runs/Volatility/10/git_log
runs/Volatility/10/git_status
runs/Volatility/10/main.sub
runs/Volatility/10/state_df.RData
runs/Volatility/10/theta_df.RData
runs/Volatility/11/SMC2_vol.Rout
runs/Volatility/11/Vol_11.o5431387
runs/Volatility/11/git_log
runs/Volatility/11/git_status
runs/Volatility/11/main.sub
runs/Volatility/12/main.sub
runs/Volatility/13/main.sub
runs/Volatility/14/main.sub
runs/Volatility/16/100/Rplots.pdf
runs/Volatility/16/100/SMC2_vol.Rout
runs/Volatility/16/100/state_df.RData
runs/Volatility/16/100/theta_df.RData
runs/Volatility/16/20/Rplots.pdf
runs/Volatility/16/20/SMC2_vol.Rout
runs/Volatility/16/20/Vol_20_parameter.pdf
runs/Volatility/16/20/Vol_20_state.pdf
runs/Volatility/16/20/plot_vol.Rout
runs/Volatility/16/20/state_df.RData
runs/Volatility/16/20/theta_df.RData
runs/Volatility/16/20/theta_stan.RData
runs/Volatility/16/20/theta_stan_old.RData
runs/Volatility/16/500/Rplots.pdf
runs/Volatility/16/500/SMC2_vol.Rout
runs/Volatility/16/500/Vol_500_parameter.pdf
runs/Volatility/16/500/Vol_500_state.pdf
runs/Volatility/16/500/plot_vol.Rout
runs/Volatility/16/500/state_df.RData
runs/Volatility/16/500/theta_df.RData
runs/Volatility/16/500/theta_stan.RData
runs/Volatility/16/plot_vol.Rout
runs/Volatility/16/stan.Rout
runs/Volatility/16/theta_stan.RData
runs/Volatility/17/Rplots.pdf
runs/Volatility/17/SMC2_vol.Rout
runs/Volatility/17/Vol_17_parameter.pdf
runs/Volatility/17/Vol_17_state.pdf
runs/Volatility/17/plot_vol.Rout
runs/Volatility/17/state_df.RData
runs/Volatility/17/theta_df.RData
runs/Volatility/18/Rplots.pdf
runs/Volatility/18/Rplots0.pdf
runs/Volatility/18/Rplots1.pdf
runs/Volatility/18/Rplots10.pdf
runs/Volatility/18/Rplots11.pdf
runs/Volatility/18/Rplots12.pdf
runs/Volatility/18/Rplots13.pdf
runs/Volatility/18/Rplots14.pdf
runs/Volatility/18/Rplots2.pdf
runs/Volatility/18/Rplots3.pdf
runs/Volatility/18/Rplots4.pdf
runs/Volatility/18/Rplots5.pdf
runs/Volatility/18/Rplots6.pdf
runs/Volatility/18/Rplots7.pdf
runs/Volatility/18/Rplots8.pdf
runs/Volatility/18/Rplots9.pdf
runs/Volatility/18/Rplotsc.pdf
runs/Volatility/18/SMC2_vol.Rout
runs/Volatility/18/SMC2_vol0.Rout
runs/Volatility/18/SMC2_vol1.Rout
runs/Volatility/18/SMC2_vol10.Rout
runs/Volatility/18/SMC2_vol2.Rout
runs/Volatility/18/SMC2_vol4.Rout
runs/Volatility/18/SMC2_vol5.Rout
runs/Volatility/18/SMC2_vol6.Rout
runs/Volatility/18/SMC2_vol7.Rout
runs/Volatility/18/SMC2_vol8.Rout
runs/Volatility/18/SMC2_vol9.Rout
runs/Volatility/18/combined_df.Rout
runs/Volatility/18/combined_df.rds
runs/Volatility/18/plot_combined.Rout
runs/Volatility/18/plot_combined_box.Rout
runs/Volatility/18/stan.Rout
runs/Volatility/18/stan0.Rout
runs/Volatility/18/stan1.Rout
runs/Volatility/18/stan10.Rout
runs/Volatility/18/stan2.Rout
runs/Volatility/18/stan3.Rout
runs/Volatility/18/stan4.Rout
runs/Volatility/18/stan5.Rout
runs/Volatility/18/stan6.Rout
runs/Volatility/18/stan7.Rout
runs/Volatility/18/stan8.Rout
runs/Volatility/18/stan9.Rout
runs/Volatility/18/theta_df_0.RData
runs/Volatility/18/theta_df_1.RData
runs/Volatility/18/theta_df_10.RData
runs/Volatility/18/theta_df_11.RData
runs/Volatility/18/theta_df_12.RData
runs/Volatility/18/theta_df_13.RData
runs/Volatility/18/theta_df_14.RData
runs/Volatility/18/theta_df_2.RData
runs/Volatility/18/theta_df_3.RData
runs/Volatility/18/theta_df_4.RData
runs/Volatility/18/theta_df_5.RData
runs/Volatility/18/theta_df_6.RData
runs/Volatility/18/theta_df_7.RData
runs/Volatility/18/theta_df_8.RData
runs/Volatility/18/theta_df_9.RData
runs/Volatility/18/theta_stan.RData
runs/Volatility/18/theta_stan_0.RData
runs/Volatility/18/theta_stan_1.RData
runs/Volatility/18/theta_stan_10.RData
runs/Volatility/18/theta_stan_11.RData
runs/Volatility/18/theta_stan_12.RData
runs/Volatility/18/theta_stan_13.RData
runs/Volatility/18/theta_stan_14.RData
runs/Volatility/18/theta_stan_2.RData
runs/Volatility/18/theta_stan_3.RData
runs/Volatility/18/theta_stan_4.RData
runs/Volatility/18/theta_stan_5.RData
runs/Volatility/18/theta_stan_6.RData
runs/Volatility/18/theta_stan_7.RData
runs/Volatility/18/theta_stan_8.RData
runs/Volatility/18/theta_stan_9.RData
runs/Volatility/2/Rplots.pdf
runs/Volatility/2/SMC2_vol.Rout
runs/Volatility/2/Vol_2.o3884377
runs/Volatility/2/Vol_2_parameter.pdf
runs/Volatility/2/Vol_2_state.pdf
runs/Volatility/2/git_log
runs/Volatility/2/git_status
runs/Volatility/2/main.sub
runs/Volatility/2/plot_vol.Rout
runs/Volatility/2/state_df.RData
runs/Volatility/2/theta_df.RData
runs/Volatility/3/Rplots.pdf
runs/Volatility/3/SMC2_vol.Rout
runs/Volatility/3/Vol_3.o5407503
runs/Volatility/3/Vol_3_parameter.pdf
runs/Volatility/3/Vol_3_state.pdf
runs/Volatility/3/git_log
runs/Volatility/3/git_status
runs/Volatility/3/main.sub
runs/Volatility/3/plot_vol.Rout
runs/Volatility/3/state_df.RData
runs/Volatility/3/theta_df.RData
runs/Volatility/4/SMC2_vol.Rout
runs/Volatility/4/Vol_4.o5410562
runs/Volatility/4/git_log
runs/Volatility/4/git_status
runs/Volatility/4/main.sub
runs/Volatility/4/stan.Rout
runs/Volatility/4/theta_stan.RData
runs/Volatility/5/Rplots.pdf
runs/Volatility/5/SMC2_vol.Rout
runs/Volatility/5/Vol_5.o5410587
runs/Volatility/5/git_log
runs/Volatility/5/git_status
runs/Volatility/5/main.sub
runs/Volatility/5/stan.Rout
runs/Volatility/5/state_df.RData
runs/Volatility/5/theta_df.RData
runs/Volatility/5/theta_stan.RData
runs/Volatility/6/Rplots.pdf
runs/Volatility/6/SMC2_vol.Rout
runs/Volatility/6/Vol_6.o5414509
runs/Volatility/6/git_log
runs/Volatility/6/git_status
runs/Volatility/6/main.sub
runs/Volatility/6/stan.Rout
runs/Volatility/6/state_df.RData
runs/Volatility/6/theta_df.RData
runs/Volatility/6/theta_stan.RData
runs/Volatility/7/Rplots.pdf
runs/Volatility/7/SMC2_vol.Rout
runs/Volatility/7/Vol_7.o5423455
runs/Volatility/7/git_log
runs/Volatility/7/git_status
runs/Volatility/7/main.sub
runs/Volatility/7/stan.Rout
runs/Volatility/7/state_df.RData
runs/Volatility/7/theta_df.RData
runs/Volatility/7/theta_stan.RData
runs/Volatility/8/SMC2_vol.Rout
runs/Volatility/8/Vol_8.o5431384
runs/Volatility/8/git_log
runs/Volatility/8/git_status
runs/Volatility/8/main.sub
runs/Volatility/9/Rplots.pdf
runs/Volatility/9/SMC2_vol.Rout
runs/Volatility/9/Vol_9.o5431385
runs/Volatility/9/git_log
runs/Volatility/9/git_status
runs/Volatility/9/main.sub
runs/Volatility/9/state_df.RData
runs/Volatility/9/theta_df.RData
runs/ssHawkes/1/main.sh
runs/ssHawkes/1/sum_stats.Rout
script/SMC2_ABC_run.R
script/SMC2_simple.R
script/SMC2_vol.R
script/combined_df_vol.R
script/plot_Gaussian.R
script/plot_combined.R
script/plot_combined_box.R
script/plot_hawkes.R
script/plot_vol.R
script/process_Gaussian.R
script/stan/skewednormal.stan
script/stan/stan.R
script/stan/stan_skewednormal.R
script/stan/stochvol.stan
script/sum_stats.R
script/test.R
script/test2.R
