1 result found Sort:

FRBNY-DSGE
SMC.jl FRBNY-DSGE
20
72
bsd-3-clause
12
Sequential Monte Carlo algorithm for approximation of posterior distributions.
mcmc economics time-series econometrics online-algorithms adaptive-algorithm bayesian-inference sequential-monte-carlo
Created 2019-07-28
501 commits to main branch, last one 3 years ago