On Selection of Statistics for Approximate Bayesian Computing (or the Method of Simulated Moments)

By Creel Michael and Kristensen Dennis
Computational Statistics and Data Analysis (2015)

  • Michael Creel

    Universitat Autonoma de Barcelona

    Spain

Created

February 4, 2015

Last update

February 27, 2015

Software

Julia

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47

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2843

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143

Description

SelectionV1 is the original code which was used to generate the results in the paper. SelectionV2 is very similar code, but the nonparametric fit is done using local linear regression, rather than local constant regression. This is the recommended version. See the README files in the archives for usage instructions

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