cpmmc: Instantiate cpmmc object and set initial parameters
In JTT94/cpmmc:

Description Usage Arguments Value Examples

This is an S3 object constructor helper function for class cpmmc which inherit from metropolis_hastings class and markov_chain class

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cpmmc(data, theta_0, u_0, rho, log_marginal_estimator_func,
  log_theta_prior_density, log_theta_proposal_density,
  theta_proposal_sampler)

`data,`	observed data points
`theta_0,`	initialisation of the vector of parameters of interest
`u_0,`	initialisation of the auxiliary random variables
`rho,`	correlation parameter used to sample auxiliary random variables
`log_marginal_estimator_func,`	log likelihood estimator function
`log_theta_prior_density,`	log density function for the prior distribution of theta
`log_theta_proposal_density,`	log density function for theta proposals
`theta_proposal_sampler,`	distribution function to sample new theta proposals

cpmmc object

cpmmc_obj <- cpmmc(data = rnorm(10, 1, 1),
theta_0 = 0,
u_0 = array(rnorm(5*10), dim = c(5,1,10)),
rho = 0.9,
log_marginal_estimator_func = function(x) {dnorm(x, 1, log=T)},
log_theta_prior_density = function(x) {dnorm(x, log = T)},
log_theta_proposal_density = function(old_theta, new_theta) {dnorm(new_theta-old_theta, log = T)},
theta_proposal_sampler = function(theta) {rnorm(1, mean = theta)}
)