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Ox code

We provide some code (in Ox) for a number of examples considered in the paper: ''Particle filters for continuous likelihood evaluation and maximisation''.

This is an ongoing project so please check back for more updates. Currently, the SVL (SV with leverage model) has been coded in a form suitable for practitioners. The code in Ox is given below in a zip file (this should work under Windows). The associated documentation is provided in the pdf file below. Even those with little experience of coding and of particle filters should be able to run this relatively straightforwardly.

The .oxo libraries were out of date so they have been updated (Feb 2016). This works under Ox 4.04.

Zip files

Guide to code