abc: Approximate Bayesian Computation

In kcf-jackson/rvArithmetic: A simple probabilistic programming language (PPL)

Description

Approximate Bayesian Computation

Usage

abc(data0, fun, epsilon = 1e-06, iter = 1000, summary_fun = c(mean, var),
  distance_fun = l2_norm)

Arguments

data0	The data
fun	The model
epsilon	Convergence tolerance
iter	Maximum number of iterations
summary_fun	Summary statistics of the data and simulated data
distance_fun	Distance between two summary statistics

Examples

data0 <- rgamma(5000, 5, 2)
generative_fun <- function(alpha, beta) {rgamma(5000, alpha, beta)}
abc(data0, generative_fun)

kcf-jackson/rvArithmetic documentation built on May 23, 2019, 7:33 a.m.