README.md

In JTT94/cpmmc:

Correlated Pseudo Marginal Monte Carlo

cpmmc

An R package to perform the Correlated Pseudo Marginal Method, see paper detailing methodology here

Undertaken as part of the 1 week OxWaSP module: “Statistical Computing and Computational Statistics”

In partnership with Yuxi Jiang, OxWaSP- University of Warwick

Report

Presentation

This package can be installed as follows:

devtools::install_github("JTT94/cpmmc")

Vignette help can be found as follows:

library(cpmmc)
vignette('cpmmc', package='cpmmc')

Example code:

# Random Effect CPM (specific case inherited from cpmmc class)
rem_cpm <- normal_random_effect_model(data,
                                      theta_0 = theta_0,
                                      u_0 = u_0,
                                      rho = rho
                                      )
# Run models for nsim iterations
rem_cpm <- run_chain(rem_cpm, chain_length = nsim)

JTT94/cpmmc documentation built on May 14, 2019, 12:08 p.m.