The primary function makeCPMSampler() generates a sampler function which performs the correlated pseudo-marginal method of Deligiannidis, Doucet and Pitt (2017) <arXiv:1511.04992>. If the 'rho=' argument of makeCPMSampler() is set to 0, then the generated sampler function performs the original pseudo-marginal method of Andrieu and Roberts (2009) <DOI:10.1214/07-AOS574>. The sampler function is constructed with the user's choice of prior, parameter proposal distribution, and the likelihood approximation scheme. Note that this algorithm is not automatically tuned--each one of these arguments must be carefully chosen.
Package details |
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Author | Taylor Brown [aut, cre] |
Maintainer | Taylor Brown <trb5me@virginia.edu> |
License | MIT + file LICENSE |
Version | 1.0.1 |
Package repository | View on CRAN |
Installation |
Install the latest version of this package by entering the following in R:
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