abcSmc: ABC SMC

In csgillespie/abcpmcmc: Scalable Inference for Markov Processes with Intractable Likelihoods

Description

A function which returns an ABC SMC algorithm function given an initial tolerance, a model simulator, a vector of observation times, a distance calculator function which contains the observed data information and a prior distribution for both the rates and states.

Usage

abcSmc(epsilon1, simulator, times, distance, prior)

Arguments

epsilon1	The initial tolerance value for the ABC SMC algorithm
simulator	A model simulator
times	A vector of observation times of the data
distance	A metric function
prior	A function which gives returns prior samples of the states and rate parameters

Value

A function which runs the ABC SMC algorithm for a desired accepted sample size, over a desired number of populations for a given adaptive tolerance selected as the alpha ntile of the distribution of distances

csgillespie/abcpmcmc documentation built on May 14, 2019, 12:11 p.m.