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Makefile
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simulations: correlated second_order seasonal student_t ar1 poisson_dglm
knit_site:
sbt "core/tut"
RScript -e 'Sys.setenv(RSTUDIO_PANDOC="/Applications/RStudio.app/Contents/MacOS/pandoc"); rmarkdown::render_site(input = "tut")'
clean_site:
rm -rf tut
rm -rf docs
mkdir tut
mkdir docs
poisson_dglm:
sbt ";examples/runMain examples.dlm.SimulatePoissonDglm; examples/runMain examples.dlm.PoissonDglmGibbs"
correlated:
mkdir -p data
sbt ";examples/runMain examples.dlm.FirstOrderLinearTrendDlm; examples/runMain examples.dlm.SimulateCorrelated; examples/runMain examples.dlm.FilterCorrelatedDlm; examples/runMain examples.dlm.GibbsCorrelated"
second_order:
sbt ";examples/runMain examples.dlm.SimulateSecondOrderDlm; examples/runMain examples.dlm.FilterSecondOrderDlm; examples/runMain examples.dlm.GibbsSecondOrder; examples/runMain examples.dlm.GibbsInvestParameters"
first_order:
sbt ";examples/runMain examples.dlm.SimulateDlm; examples/runMain examples.dlm.FilterDlm; examples/runMain examples.dlm.SmoothDlm; examples/runMain examples.dlm.SampleStates; examples/runMain examples.dlm.GibbsParameters"
seasonal:
sbt ";examples/runMain examples.dlm.SimulateSeasonalDlm; examples/runMain examples.dlm.SmoothSeasonalDlm; examples/runMain examples.dlm.FilterSeasonalDlm; examples/runMain examples.dlm.SeasonalGibbsSampling; examples/runMain examples.dlm.ForecastSeasonal"
student_t:
sbt ";examples/runMain examples.dlm.SimulateStudentT; examples/runMain examples.dlm.StudentTGibbs; examples/runMain examples.dlm.StudentTpmmh;examples/runMain examples.dlm.StudentTPG"
ar1:
sbt ";examples/runMain examples.dlm.SimulateArDlm; examples/runMain examples.dlm.FilterArDlm; examples/runMain examples.dlm.ParametersAr"
filtering:
sbt ";examples/runMain examples.dlm.FilterArDlm; examples/runMain examples.dlm.FilterCorrelatedDlm; ;examples/runMain examples.dlm.FilterDlm; examples/runMain examples.dlm.FilterSeasonalDlm; examples/runMain examples.dlm.FilterSecondOrderDlm"
stochastic_volatility:
sbt ";examples/runMain examples.dlm.SimulateSv ;examples/runMain examples.dlm.FitSv; examples/runMain examples.dlm.SimulateFsv; examples/runMain examples.dlm.FitFsv"