SVmodelRcppSMC: SVmodelRcppSMC: A package for example implementations of...
In ilyaZar/SVmodelRcppSMC: RcppSMC package example for the Stochastic volatitly model
Description
This SVmodelRcppSMC package provides Particle Gibbs and Particle Gibbs with
ancestor sampling estimation of the standard SV model using the more general
RcppSMC package for the conditional SMC part of the algorithm.
ilyaZar/SVmodelRcppSMC documentation built on Dec. 20, 2021, 6:57 p.m.
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Description
This SVmodelRcppSMC package provides Particle Gibbs and Particle Gibbs with ancestor sampling estimation of the standard SV model using the more general RcppSMC package for the conditional SMC part of the algorithm.
R Package Documentation
Browse R Packages
We want your feedback!
Note that we can't provide technical support on individual packages. You should contact the package authors for that.
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