get_stochvol: Multivariate stochastic volatility model as in Chopin Gerber...
In pierrejacob/CoupledCPF: Coupling of Conditional Particle Filters
Description
This function returns a list with objects such as
* rinit, rinit_rand to sample from the initial distribution
* rtransition, rtransition_rand to sample from the transition
* dtransition to evaluate the transition density
* dmeasurement to evaluate the measurement density
* dimension, which represents the dimension of the latent process
Usage
1
get_stochvol(dimension)
Value
A list
pierrejacob/CoupledCPF documentation built on May 25, 2019, 6:05 a.m.
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Description
This function returns a list with objects such as * rinit, rinit_rand to sample from the initial distribution * rtransition, rtransition_rand to sample from the transition * dtransition to evaluate the transition density * dmeasurement to evaluate the measurement density * dimension, which represents the dimension of the latent process
Usage
1 | get_stochvol(dimension)
|
Value
A list
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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