Revision 3a0684e0b08c3f968d21e6adc132def13c0405da authored by Mitzi Morris on 04 May 2020, 00:40:12 UTC, committed by Mitzi Morris on 04 May 2020, 00:40:12 UTC
1 parent 8487a15
stochastic-volatility-sim.R
source("stochastic-volatility.data.R")
library("rstan");
start_time <- proc.time();
fit <- stan(file="stochastic-volatility.stan", data=list(T=T,y=y), iter=10000, chains=4, init=0);
elapsed_time <- proc.time() - start_time;
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