Hi Dawid:
My apologies. Perhaps, I misunderstood your message.
I am porting a co-author's MatLab code that uses a particle filter to
estimate the latent state vector of a stochastic volatility model into Julia
Once this is complete, the goal is to wrap a Metropolis-Hasting
simulator around
Hi Dawid:
Yes. The mapping is not exactly onto but close.
Jim
On 08/02/2015 02:55 PM, Dawid Crivelli wrote:
Jim, are you porting DMRG code from Matlab to Julia?
neither elegant nor efficient code. Also,
these computations are within a particle filter simulator in which d1 = 7,
but d2 = 180, and d3 = 20,000.
Suggesting my solution will slow the simulations.
Your advice/suggestions are appreciated.
Thanks.
Jim Nason
