lawmurray/OrnsteinUhlenbeckBridge
Ornstein-Uhlenbeck example for LibBi with exactly observed state.
Bayesian state-space modelling on high-performance hardware, including multicore, GPUs and distributed clusters.
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Ornstein-Uhlenbeck example for LibBi with exactly observed state.
SIR package for LibBi.
Ornstein-Uhlenbeck example for LibBi with exactly observed state.
Test scripts for LibBi resampling algorithms.