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abc-sde: A MATLAB toolbox for approximate Bayesian computation (ABC) in stochastic differential equation models

Picchini, Umberto LU (2013)
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English
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Funded by the Faculty of Science at Lund University under the grant "Money Tools" (verktygspengar). 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. Variance components for the "measurement error" affecting the data/observations can be estimated. A 50-pages Reference Manual is provided with two case-studies implemented and discussed. The methodology is based on the research article available at http://arxiv.org/abs/1204.5459
id
2fa1f35f-cdf0-4d5b-9042-7917c965ff30 (old id 4216223)
alternative location
http://sourceforge.net/projects/abc-sde/
date added to LUP
2016-04-04 13:43:28
date last changed
2018-11-21 21:15:52
@misc{2fa1f35f-cdf0-4d5b-9042-7917c965ff30,
  author       = {{Picchini, Umberto}},
  language     = {{eng}},
  title        = {{abc-sde: A MATLAB toolbox for approximate Bayesian computation (ABC) in stochastic differential equation models}},
  url          = {{http://sourceforge.net/projects/abc-sde/}},
  year         = {{2013}},
}