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title Examples
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This page contains several illustrations of the use of the Biips software.

First, in order to familiarize with the software, we provide a tutorial in three parts, for inference on a standard univariate nonlinear non-Gaussian state-space model.

Three additional, realistic applications are then provided:

  • (Switching) Stochastic volatility
  • Stochastic kinetic prey-predator
  • Object tracking

Download all Matbiips examples (m and bug files): tar.gz zip

Download all Rbiips examples (R and bug files): tar.gz zip

Click on the links below for html versions of the Matbiips/Rbiips examples.

Tutorials

Simple illustrative example with a nonlinear non-Gaussian Hidden Markov model.

Tutorial 1: Sequential Monte Carlo, Particle Independent Metropolis Hastings

Tutorial 2: Sensitivity analysis with SMC, Particle Marginal Metropolis-Hastings

Tutorial 3: Adding a user-defined function

Stochastic volatility

Stochastic volatility

Switching Stochastic volatility

Switching Stochastic volatility with parameter estimation

Stochastic kinetic

Stochastic kinetic predator-prey model

Stochastic kinetic predator-prey model with Gillespie algorithm

Object tracking