lawmurray/StochasticVolatility

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1
Language
MATLAB
License
GNU General Publi...
Created about 10 years ago
Updated about 10 years ago

lawmurray/StochasticVolatility

lawmurray

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Stochastic volatility model for LibBi.

Birch

A probabilistic programming language that combines automatic differentiation, automatic marginalization, and automatic conditioning within Monte Carlo methods.

LibBi

Bayesian state-space modelling on high-performance hardware, including multicore, GPUs and distributed clusters.

indii-jekyll-flickr

Embed Flickr photos in a Jekyll blog.

doxide

Modern documentation for modern C++. Configure with YAML, output Markdown, post-process with Material for MkDocs.

Windkessel

Three-element windkessel model of arterial system, for LibBi.

jekyll-responsive-magick

A Jekyll plugin for responsive images using ImageMagick. Works with Jekyll 4.

vscode-birch

Birch language support in VSCode.

gpu-course

Deep neural network and Adam optimizer in straight C and CUDA. Accompanies the course Foundations of GPU Computing (coming soon).

NPZD

Marine biogeochemical NPZD box model, for LibBi

SIR

SIR package for LibBi.

PZ

Lotka-Volterra-like model of the interaction of phytoplankton (prey) and zooplankton (predator), for LibBi.

Lorenz96

Lorenz '96 differential model, for LibBi.

Birch.EclipseSite

Update site for the Birch Eclipse plugin.

Resampling

Test scripts for LibBi resampling algorithms.

FederalFundsRate

Ornstein-Uhlenbeck example for LibBi with exactly observed state.

Birch.EclipseFeature

Feature project for the Birch Eclipse plugin.

Birch.Eclipse

Eclipse plugin for the Birch probabilistic programming language.