Man pages for ilyaZar/SVmodelRcppSMC
RcppSMC package example for the Stochastic volatitly model
| bpfPMMH | Boostrap Particle Filter for the toy SV model |
| generateDataSimulSV | Helper function simulating from the toy SV model |
| plotBoxplotLogLikeEstimates | Generates a plot of boxplots of repeated log-likelihood BPF... |
| plotPMCMCoutput | Helper function for plotting PMMH and PGAS estimation results |
| svModelALTracking | Runs PMMH procedure for the toy SV model |
| svModelALtrackingImp | Implementing PMMH for the toy SV model. |
| svModelBpfLogLike | Implementing PMMH for the toy SV model. |
| svModelPG | Runs PG procedure for the toy SV model |
| svModelPGimpl | Implementing PG for the toy SV model. |
| svModelPGr | Runs a particle Gibbs procedure on the toy SV model |
| svModelPMMH | Runs PMMH procedure for the toy SV model |
| svModelPMMHimpl | Implementing PMMH for the toy SV model. |
| svModelPMMHr | Runs a Particle Marginal Metropolis Hastings on the toy SV... |
| SVmodelRcppSMC | SVmodelRcppSMC: A package for example implementations of... |
