Regularised Particle Filter Code
P. Fearnhead (2005).
Using Random Quasi-Monte-Carlo within Particle Filters, with
Application to Financial Time Series. Journal of Computational and Graphical Statistics, 14 751-769.
Download tar archive here.
(README files give details of the programs. There is no detailed documentation for how to run the programs -- see comments in the program files for some details.) Please Email me with any queries.
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