Search Results for "stochastic"
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2 projects for "stochastic" with 2 filters applied:
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abc-sde
approximate Bayesian computation for stochastic differential equations
A MATLAB toolbox for approximate Bayesian computation (ABC) in stochastic differential equation models. It performs approximate Bayesian computation for stochastic models having latent dynamics defined by stochastic differential equations (SDEs) and not limited to the "state-space" modelling framework. Both one- and multi-dimensional SDE systems are supported and partially observed systems are easily accommodated. -
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...Nevertheless the toolbox capabilities to simulate numerical solutions of SDE systems are still valid and can serve as a useful starting point to those willing to simulate stochastic dynamical models easily.
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