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Commit d9cfc55

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author
Johan Dahlin
committed
Changed the code to get the data directly from Quandl. Updated the R code to comply with Googles coding style.
Former-commit-id: e955273 [formerly e955273 [formerly 3bc8efb]] Former-commit-id: 271692169d3902522d92997ff65f7127267e4138 Former-commit-id: 4816b96
1 parent 1645831 commit d9cfc55

14 files changed

+479
-2020
lines changed

matlab/example3_sv.m

Lines changed: 2 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -41,7 +41,8 @@
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% Load data
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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44-
y = load('omxs30data.csv');
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d = Quandl.get('NASDAQOMX/OMXS30', 'start_date','2012-01-02','end_date','2014-01-02','type','data');
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y = 100 * diff( log( flipud( d(:,2) ) ) );
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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% Parameter estimation using PMH

matlab/example4_sv.m

Lines changed: 2 additions & 1 deletion
Original file line numberDiff line numberDiff line change
@@ -41,7 +41,8 @@
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% Load data
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
4343

44-
y = load('omxs30data.csv');
44+
d = Quandl.get('NASDAQOMX/OMXS30', 'start_date','2012-01-02','end_date','2014-01-02','type','data');
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y = 100 * diff( log( flipud( d(:,2) ) ) );
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%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%%
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% Parameter estimation using PMH

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