Regularised Particle Filter Code

Code from:

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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