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  1. sdbmpABC sdbmpABC Public

    Sample code for the paper by Buckwar, Tamborrino & Tubikanec (2020) "Spectral Density-Based and Measure-Preserving ABC for partially observed diffusion processes An illustration on Hamiltonian SDEs…

    C++ 3

  2. shotnoise shotnoise Public

    R package for the exact simulation of non-negative shot noise processes and Lévy-driven non-Gaussian Ornstein-Uhlenbeck (OU) processes, in particular OU-Poisson, OU-Gamma and OU-inverse Gaussian pr…

    R 3

  3. SMCABCFHN SMCABCFHN Public

    SMC-ABC for the inference for the partially observed FHN model using model-based summary statistics

    R