fit_abc_smc: Approximate Bayesian Computation Sequential Monte Carlo

In TimeWz667/odin2data: A Model Fitting Toolkit For Simulation Models With The Odin Package (Title Case)

Description

Approximate Bayesian Computation Sequential Monte Carlo

Usage

fit_abc_smc(
  lf,
  n_posterior,
  alpha = 0.9,
  p_thres = 0.6,
  max_round = 20,
  max_stay = 3,
  verbose = T
)

Arguments

lf	a sim_model_likefree object
n_posterior	number of posterior particles to collect
alpha	percentage particles surviving
p_thres	proportion of threshold population
max_round	max round, reach to stop
max_stay	max staying round of epsilon, reach to stop
verbose	show log or not
keep	keep simulation (Ys), intial values (Y0), or both

References

Del Moral, P., Doucet, A., & Jasra, A. (2012). An adaptive sequential Monte Carlo method for approximate Bayesian computation. Statistics and Computing, 22(5), 1009-1020.

TimeWz667/odin2data documentation built on Sept. 30, 2021, 4:11 p.m.