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GitHub / FRBNY-DSGE / SMC.jl
Sequential Monte Carlo algorithm for approximation of posterior distributions.
JSON API: https://repos.ecosyste.ms/api/v1/hosts/GitHub/repositories/FRBNY-DSGE%2FSMC.jl
Stars: 66
Forks: 20
Open Issues: 5
License: bsd-3-clause
Language: Julia
Repo Size: 114 MB
Dependencies:
0
Created: almost 5 years ago
Updated: 5 months ago
Last pushed: almost 2 years ago
Last synced: 27 days ago
Topics: adaptive-algorithm, bayesian-inference, econometrics, economics, mcmc, online-algorithms, sequential-monte-carlo, time-series
Files
No dependencies found