This function computes successive prequential Hyvarinen score by running SMC or SMC2. It is a wrapper of the four different cases: continuous or discrete / SMC or SMC2. It also computes the successive log-evidence as a by-product.
1 | hscore(observations, model, algorithmic_parameters)
|
Add the following code to your website.
For more information on customizing the embed code, read Embedding Snippets.