Package: pmhtutorial
Type: Package
Title: Minimal Working Examples for Particle Metropolis-Hastings
Version: 1.0.0
Date: 2016-01-12
Author: Johan Dahlin <johan.dahlin@liu.se>
Maintainer: Johan Dahlin <johan.dahlin@liu.se>
Depends: R (>= 3.2.3)
URL: https://github.com/compops/pmh-tutorial
Description: Routines for state estimate in a linear
    Gaussian state space model and a simple stochastic volatility model using
    particle filtering. Parameter inference is also carried out in these models
    using the particle Metropolis-Hastings algorithm that includes the particle
    filter to provided an unbiased estimator of the likelihood. This package is 
    a collection of minimal working examples of these algorithms and is only 
    meant for educational use and as a start for learning to them on your own.
License: GPL-2
Imports: mvtnorm, Quandl, grDevices, graphics, stats
RoxygenNote: 5.0.1
NeedsCompilation: no
Packaged: 2016-01-19 15:03:01 UTC; johda87
Repository: CRAN
Date/Publication: 2016-01-19 18:04:57
