jeremyhengjm/UnbiasedScore: Unbiased estimators for partially observed diffusions
This R package provides unbiased estimators for a class of partially observed diffusions. To facilitate parameter inference using stochastic gradient algorithms, we consider unbiased estimation of the score function, i.e. the gradient of the log-likelihood function for these models.
Getting started
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Package details |
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| Author | Jeremy Heng |
| Maintainer | Jeremy Heng <jeremyhengjm@gmail.com> |
| License | GPL (>= 2) |
| Version | 1.0 |
| Package repository | View on GitHub |
| Installation |
Install the latest version of this package by entering the following in R:
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