Gibbssampling freeware
Gibbssampling
Added: September 07, 2013 | Visits: 581
This toolbox was designed to simulate and fit linear state space models. The main literature I used for this particular package is Kim and Nelson (1999). A state space model (without non stochastic coefficients) is given by:y(t)=beta(t)*x(t)'+e(t)...
Platforms: Matlab
License: Freeware | Size: 40.96 KB | Download (51): Estimation and Simulation of State Space (Kalman Filter) Models with Matlab Download |