examples

Examples

This directory contains the following examples

First order vector auto-regression

with the particle filter and smoothers. See firstOrderVAR.Rmd for the source code and firstOrderVAR.html for the returned .html file.

First order vector auto-regression with restricted parameters

with the particle filter and smoothers. Here we estimate models with fewer parameters by restricting the model. See restrictedVAR.Rmd for the source code and restrictedVAR.html for the returned .html file.

First order random walk model

with the particle filter and smoothers and the extended Kalman filter. See RW.Rmd for the source code and RW.html for the returned .html file.

IID model

with the particle filter and smoothers with a comparison with lme4::glmer. See iid.Rmd for the source code and iid.html for the returned .html file.

Overhead with Multithreading

The file shows how much is gained by adding more threads on one hardware, operating system, and compiler. The results will likely differ on another setup. See overhead.Rmd for the source code and overhead.html for the returned .html file.