Simulation Smoother using RcppArmadillo
Simulation smoothing involves drawing latent state variables in discrete-time state–space models from their conditional distribution given parameters and data as defined by McCausland, Miller, & Pelletier (2011). This tool greatly facilitates Bayes... Continue reading: Simulation Smoother using RcppArmadillo
http://dlvr.it/S77RmT
http://dlvr.it/S77RmT
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