Package: pmhtutorial
Type: Package
Title: Minimal Working Examples for Particle Metropolis-Hastings
Version: 1.5
Author: Johan Dahlin
Maintainer: Johan Dahlin <uni@johandahlin.com>
URL: https://github.com/compops/pmh-tutorial-rpkg
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.
Depends: R (>= 3.2.3)
License: GPL-2
Imports: mvtnorm, Quandl, grDevices, graphics, stats
Encoding: UTF-8
LazyData: true
RoxygenNote: 6.1.1
NeedsCompilation: no
Packaged: 2019-03-22 16:10:20 UTC; work
Repository: CRAN
Date/Publication: 2019-03-22 18:10:03 UTC
Built: R 4.6.0; ; 2025-07-18 07:13:39 UTC; unix
