lawmurray/StochasticVolatility
Stochastic volatility model for LibBi.
Ornstein-Uhlenbeck example for LibBi with exactly observed state.
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Stochastic volatility model for LibBi.
SIR package for LibBi.
Ornstein-Uhlenbeck example for LibBi with exactly observed state.
Test scripts for LibBi resampling algorithms.