svModelBpfLogLike: Implementing PMMH for the toy SV model.
In ilyaZar/SVmodelRcppSMC: RcppSMC package example for the Stochastic volatitly model
Description
Usage
Arguments
Value
Description
The main cpp-function powering the R wrapper.
Usage
1
svModelBpfLogLike(measurements, lNumber, initVals)
Arguments
measurements
arma::vec providing the measurements (or y or measurements)
lNumber
number of particles
initVals
arma::vec giving the three starting values for phiX,
sigmaX and betaY
Value
double; value of the log-likelihood estimated via the BPF
ilyaZar/SVmodelRcppSMC documentation built on Dec. 20, 2021, 6:57 p.m.
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Description Usage Arguments Value
Description
The main cpp-function powering the R wrapper.
Usage
1 | svModelBpfLogLike(measurements, lNumber, initVals)
|
Arguments
measurements |
arma::vec providing the measurements (or y or measurements) |
lNumber |
number of particles |
initVals |
arma::vec giving the three starting values for phiX, sigmaX and betaY |
Value
double; value of the log-likelihood estimated via the BPF
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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