The Big Picture | Examples | Example 1: Univariate Stochastic Volatility with Leverage | Coding It Up | Compiling The Code | Example 2: A Factor Multivariate Stochastic Volatility Model | References
Package: pfr 1.0.1
pfr: Interface to the 'C++' Library 'Pf'
Builds and runs 'c++' code for classes that encapsulate state space model, particle filtering algorithm pairs. Algorithms include the Bootstrap Filter from Gordon et al. (1993) <doi:10.1049/ip-f-2.1993.0015>, the generic SISR filter, the Auxiliary Particle Filter from Pitt et al (1999) <doi:10.2307/2670179>, and a variety of Rao-Blackwellized particle filters inspired by Andrieu et al. (2002) <doi:10.1111/1467-9868.00363>. For more details on the 'c++' library 'pf', see Brown (2020) <doi:10.21105/joss.02599>.
Authors:
pfr_1.0.1.tar.gz
pfr_1.0.1.zip(r-4.7-any)pfr_1.0.1.zip(r-4.6-any)pfr_1.0.1.zip(r-4.5-any)
pfr_1.0.1.tgz(r-4.6-any)pfr_1.0.1.tgz(r-4.5-any)
pfr_1.0.1.tar.gz(r-4.7-any)pfr_1.0.1.tar.gz(r-4.6-any)
pfr_1.0.1.tgz(r-4.6-emscripten)
manual.pdf |manual.html✨
DESCRIPTION |NEWS
card.svg |card.png
pfr/json (API)
| # Install 'pfr' in R: |
| install.packages('pfr', repos = c('https://tbrown122387.r-universe.dev', 'https://cloud.r-project.org')) |
This package does not link to any Github/Gitlab/R-forge repository. No issue tracker or development information is available.
Last updated from:9ad6ce48db. Checks:9 OK. Indexed: yes.
| Target | Result | Time | Files | Syslog |
|---|---|---|---|---|
| linux-devel | OK | 114 | ||
| source / vignettes | OK | 159 | ||
| linux-release | OK | 104 | ||
| macos-release | OK | 189 | ||
| macos-oldrel | OK | 167 | ||
| windows-devel | OK | 87 | ||
| windows-release | OK | 72 | ||
| windows-oldrel | OK | 74 | ||
| wasm-release | OK | 105 |
Exports:buildModelFuncscreatePFCPPTemplates
Dependencies:inlinerstudioapi
