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Provides some code to run simulations of state-space models, and then use these in the Approximate Bayesian Computation Sequential Monte Carlo (ABC-SMC) algorithm of Toni et al. (2009) doi:10.1098/rsif.2008.0172 and a bootstrap particle filter based particle Markov chain Monte Carlo (PMCMC) algorithm (Andrieu et al., 2010 doi:10.1111/j.1467-9868.2009.00736.x). Also provides functions to plot and summarise the outputs.
github.com/tjmckinley/SimBIID | |
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