SMCExamples.jl

Example models for use with SequentialMonteCarlo.jl
Author awllee
Popularity
6 Stars
Updated Last
3 Months Ago
Started In
December 2017

SMCExamples

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This package provides example models for use with the SequentialMonteCarlo.jl package.

Some of the models in src/ are also used to test SequentialMonteCarlo.jl, particularly the Finite Feynman--Kac model which is otherwise not likely to be very interesting.

The demos in demo/ can be run as scripts or in the REPL. Some involve plotting. They are intended only to show how to run the algorithm and look at some of its outputs.

The tests in test/ also demonstrate some aspects of usage.

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