Minimal Working Examples for Particle Metropolis-Hastings

Documentation for package ‘pmhtutorial’ version 1.0.0

pmhtutorial-package	Minimal working examples for particle Metropolis-Hastings
example1_lgss	State estimation in a linear Gaussian state space model
example2_lgss	Parameter estimation in a linear Gaussian state space model
example3_sv	Parameter estimation in a simple stochastic volatility model
example4_sv	Parameter estimation in a simple stochastic volatility model
example5_sv	Parameter estimation in a simple stochastic volatility model
generateData	Generates data from a linear Gaussian state space model
kf	Kalman filter for state estimate in a linear Gaussian state space model
pmh	Particle Metropolis-Hastings algorithm for a linear Gaussian state space model
pmhtutorial	Minimal working examples for particle Metropolis-Hastings
pmh_sv	Particle Metropolis-Hastings algorithm for a stochastic volatility model model
pmh_sv_reparameterised	Particle Metropolis-Hastings algorithm for a stochastic volatility model model
sm	Fully-adapted particle filter for state estimate in a linear Gaussian state space model
sm_sv	Bootstrap particle filter for state estimate in a simple stochastic volatility model