1. brandon willard
  2. ParticleLearningModels

Overview

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Particle Learning Models

ParticleLearningModels provides Java code for Bayesian particle filters with parameter learning. Parameter learning is implemented as in Carvalho, et. al., Lopes, et. al., Carvalho, et. al, and the forthcoming Polson, Willard.

This library uses StatsLibExtensions and is used by the R package ParticleBayes

Documentation

The javadoc is hosted here.