ilyaZar/SVmodelRcppSMC: RcppSMC package example for the Stochastic volatitly model
An example of using the RcppSMC package to implement Particle Gibbs type and Particle Marginal Metropolis Hastings algorithms for inference in the classical "Stochastic Volatitly" model.
Getting started
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Package details |
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| Maintainer | |
| License | GPL (>= 2) |
| Version | 0.0.900 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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