SVmodelRcppSMC: SVmodelRcppSMC: A package for example implementations of...

Description

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.