exchange

<p>Dataset containing daily log-returns from 1/10/81-28/6/85 as in [1]</p>

datasets

Efficient methods for Bayesian inference of state space models
via particle Markov chain Monte Carlo and parallel importance sampling type weighted
Markov chain Monte Carlo (Vihola, Helske, and Franks, 2017, <arXiv:1609.02541>).
Gaussian, Poisson, binomial, or negative binomial
observation densities and basic stochastic volatility models with Gaussian state
dynamics, as well as general non-linear Gaussian models and discretised diffusion models
are supported.

Jouni Helske

bssm

Bayesian Inference of Non-Linear and Non-Gaussian State Space
Models

Matti Vihola

exchange function

Format

Pound/Dollar daily exchange rates — exchange

Pound/Dollar daily exchange rates

exchange: Pound/Dollar daily exchange rates

Description

Arguments

Format

References