Browsing Norges Banks vitenarkiv by Subject "MATLAB"
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Parallel Sequential Monte Carlo for Efficient Density Combination: The DeCo MATLAB Toolbox
(Working Papers;11/2014, Working paper, 2014)This paper presents the MATLAB package DeCo (density combination) which is based on the paper by Billio, Casarin, Ravazzolo, and van Dijk (2013) where a constructive Bayesian approach is presented for combining predictive ...