-
Notifications
You must be signed in to change notification settings - Fork 48
Add stochastic volatility model from Hoffman & Gelman 2014 #326
New issue
Have a question about this project? Sign up for a free GitHub account to open an issue and contact its maintainers and the community.
By clicking “Sign up for GitHub”, you agree to our terms of service and privacy statement. We’ll occasionally send you account related emails.
Already on GitHub? Sign in to your account
Open
colinpochart2
wants to merge
16
commits into
stan-dev:development
Choose a base branch
from
colinpochart2:add-stochastic-volatility
base: development
Could not load branches
Branch not found: {{ refName }}
Loading
Could not load tags
Nothing to show
Loading
Are you sure you want to change the base?
Some commits from the old base branch may be removed from the timeline,
and old review comments may become outdated.
Open
Changes from all commits
Commits
Show all changes
16 commits
Select commit
Hold shift + click to select a range
05820f9
Add Stan code and info file for stochastic volatility model
colinpochart2 fc8586c
Add stochastic volatility data, info, posterior coupling and run script
colinpochart2 109fcd9
dataset T = 3000 to stay loyal to the article
colinpochart2 66fb334
Add gitignore for local computation scripts
colinpochart2 1a6cb70
Untrack local computation script
colinpochart2 0198ed5
Fix gitignore encoding for local computation scripts
colinpochart2 262dda9
Clean up comments in data generation script
colinpochart2 560feed
Update posterior_database/data/info/stochastic_volatility.info.json
colinpochart2 bac96c0
Fix posterior dimensionality wording and tidy Stan code
colinpochart2 cfada71
Update posterior_database/models/stan/stochastic_volatility.stan
colinpochart2 fd87ca5
Update posterior_database/models/stan/stochastic_volatility.stan
colinpochart2 02f1c70
Update posterior_database/posteriors/stochastic_volatility-stochastic…
colinpochart2 0eaa95b
Clean up .gitignore: remove corrupted UTF-16 lines and dead noncenter…
colinpochart2 4db54f2
changes that had not been taken into account
colinpochart2 b981665
small change of index
colinpochart2 fa10c41
small change of index
colinpochart2 File filter
Filter by extension
Conversations
Failed to load comments.
Loading
Jump to
Jump to file
Failed to load files.
Loading
Diff view
Diff view
There are no files selected for viewing
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
| Original file line number | Diff line number | Diff line change |
|---|---|---|
|
|
@@ -16,3 +16,4 @@ TODO.tdl | |
| *.hpp | ||
| *.dll | ||
| tmp* | ||
| posterior_database/run_reference_stochastic_volatility.py | ||
This file contains hidden or bidirectional Unicode text that may be interpreted or compiled differently than what appears below. To review, open the file in an editor that reveals hidden Unicode characters.
Learn more about bidirectional Unicode characters
Oops, something went wrong.
Add this suggestion to a batch that can be applied as a single commit.
This suggestion is invalid because no changes were made to the code.
Suggestions cannot be applied while the pull request is closed.
Suggestions cannot be applied while viewing a subset of changes.
Only one suggestion per line can be applied in a batch.
Add this suggestion to a batch that can be applied as a single commit.
Applying suggestions on deleted lines is not supported.
You must change the existing code in this line in order to create a valid suggestion.
Outdated suggestions cannot be applied.
This suggestion has been applied or marked resolved.
Suggestions cannot be applied from pending reviews.
Suggestions cannot be applied on multi-line comments.
Suggestions cannot be applied while the pull request is queued to merge.
Suggestion cannot be applied right now. Please check back later.
There was a problem hiding this comment.
Choose a reason for hiding this comment
The reason will be displayed to describe this comment to others. Learn more.
Remove this file